+6,609.6%
MCD vs NEE
+7,487.8%
-878.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.5% |
| 7D | +7.3% | +2.3% | +5.0% | +6.5% |
| 30D | +20.0% | +11.5% | +8.5% | +15.8% |
| 3M | +3.8% | +2.6% | +1.2% | +3.0% |
| 6M | +3.8% | -6.0% | +9.7% | +5.6% |
| YTD | -5.9% | +9.8% | -15.7% | -9.1% |
| 1Y | -3.2% | +4.7% | -7.9% | -5.2% |
| 3Y | +13.3% | +71.0% | -57.8% | -7.9% |
| 5Y | +25.2% | +15.8% | +9.4% | +13.3% |
| 10Y | +213.3% | +287.3% | -73.9% | +86.2% |
| All | +6,609.6% | +7,487.8% | -878.2% | +1,145.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling