+211.3%
MCD vs NEE
+270.3%
-59.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +5.9% | +2.2% | +3.8% | +5.2% |
| 30D | +19.6% | +12.3% | +7.4% | +15.2% |
| 3M | +3.3% | +3.4% | -0.1% | +2.1% |
| 6M | +3.5% | -5.3% | +8.8% | +5.1% |
| YTD | -6.1% | +10.6% | -16.7% | -9.7% |
| 1Y | -3.7% | +6.5% | -10.1% | -6.2% |
| 3Y | +13.4% | +73.5% | -60.2% | -10.0% |
| 5Y | +25.2% | +17.0% | +8.2% | +13.0% |
| 10Y | +211.3% | +281.9% | -70.6% | +79.3% |
| All | +211.3% | +270.3% | -59.0% | +79.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling