+203.7%
NRG vs MUB
+7.4%
+196.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.3% |
| 7D | -0.2% | -1.2% | +1.1% | +1.4% |
| 30D | -6.8% | -2.8% | -4.0% | -3.6% |
| 3M | -7.1% | -3.1% | -4.1% | -3.6% |
| 6M | -27.6% | -2.9% | -24.7% | -25.0% |
| YTD | -29.2% | -2.0% | -27.2% | -27.0% |
| 1Y | -29.9% | 0.0% | -29.9% | -28.6% |
| All | +203.7% | +7.4% | +196.3% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling