+21.6%
MCD vs NEE
+11.7%
+9.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -2.8% | +1.9% | -4.8% | -3.2% |
| 30D | -6.0% | -2.2% | -3.9% | -5.6% |
| 3M | -5.6% | -1.2% | -4.4% | -5.4% |
| 6M | -21.9% | -8.6% | -13.3% | -20.6% |
| YTD | -14.7% | +6.2% | -20.9% | -15.9% |
| 1Y | -17.3% | +21.1% | -38.4% | -20.7% |
| 3Y | -2.2% | +36.4% | -38.5% | -9.3% |
| All | +21.6% | +11.7% | +9.9% | +17.1% |
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