-17.3%
MCD vs NEE
+19.1%
-36.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -2.8% | +1.9% | -4.8% | -3.1% |
| 30D | -6.0% | -2.2% | -3.9% | -5.7% |
| 3M | -5.6% | -1.2% | -4.4% | -5.4% |
| 6M | -21.9% | -8.6% | -13.3% | -21.0% |
| YTD | -14.7% | +6.2% | -20.9% | -14.7% |
| 1Y | -17.3% | +21.1% | -38.4% | -15.4% |
| All | -17.3% | +19.1% | -36.4% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling