+27.4%
NRG vs MULL
+2,620.5%
-2,593.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.4% | -9.0% | -4.4% |
| 7D | +3.9% | +14.8% | -10.9% | +1.6% |
| 30D | -3.0% | +36.6% | -39.5% | -8.0% |
| 3M | -10.9% | -8.9% | -2.0% | -15.7% |
| 6M | -25.3% | +311.9% | -337.2% | -51.3% |
| YTD | -26.8% | +579.8% | -606.7% | -58.9% |
| 1Y | -23.3% | +2,421.5% | -2,444.8% | -70.5% |
| All | +27.4% | +2,620.5% | -2,593.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling