-18.6%
NRG vs MULL
+3,061.6%
-3,080.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +11.8% | -5.4% | +5.2% |
| 7D | +7.1% | +17.3% | -10.2% | +5.3% |
| 30D | -1.4% | +23.5% | -24.9% | -3.9% |
| 3M | -10.5% | -24.0% | +13.5% | -12.4% |
| 6M | -26.7% | +276.7% | -303.5% | -44.5% |
| YTD | -24.5% | +565.1% | -589.6% | -48.6% |
| 1Y | -18.6% | +2,802.6% | -2,821.2% | -51.9% |
| All | -18.6% | +3,061.6% | -3,080.1% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling