+25.3%
NRG vs MULL
+2,337.2%
-2,311.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | -4.7% | -8.4% | +3.8% | -3.5% |
| 30D | -6.0% | +9.7% | -15.7% | -7.8% |
| 3M | -8.0% | -26.8% | +18.8% | -9.5% |
| 6M | -23.2% | +220.7% | -243.9% | -47.4% |
| YTD | -28.1% | +509.0% | -537.1% | -58.9% |
| 1Y | -27.3% | +1,739.5% | -1,766.8% | -69.9% |
| All | +25.3% | +2,337.2% | -2,311.8% | -60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling