+67.5%
MA vs NEE
+12.6%
+54.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -1.8% | +1.1% | -2.8% | -2.0% |
| 30D | +1.4% | -0.2% | +1.6% | +1.4% |
| 3M | +17.7% | +0.5% | +17.2% | +17.6% |
| 6M | +9.7% | -6.5% | +16.2% | +10.7% |
| YTD | +0.5% | +6.7% | -6.2% | -1.9% |
| 1Y | -2.1% | +23.6% | -25.7% | -7.9% |
| 3Y | +40.1% | +37.1% | +3.0% | +26.0% |
| 5Y | +67.5% | +10.9% | +56.6% | +61.5% |
| All | +67.5% | +12.6% | +54.9% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 5y: compounded portfolio wealth divided by compounded NEE 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…
5y analysis · Full analysis span regression · 6 months rolling