+22.7%
MCD vs NEE
+16.3%
+6.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.2% |
| 7D | +7.1% | +3.9% | +3.3% | +6.3% |
| 30D | +19.8% | +12.8% | +6.9% | +16.8% |
| 3M | +0.8% | +3.6% | -2.7% | 0.0% |
| 6M | -1.3% | -7.5% | +6.2% | +0.1% |
| YTD | -7.8% | +10.7% | -18.4% | -9.9% |
| 1Y | -5.0% | +9.1% | -14.0% | -7.0% |
| 3Y | +10.5% | +61.0% | -50.4% | -1.4% |
| All | +22.7% | +16.3% | +6.5% | +13.2% |
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