+5,979.9%
MCD vs NEE
+7,238.0%
-1,258.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -2.8% | +1.9% | -4.8% | -3.4% |
| 30D | -6.0% | -2.2% | -3.9% | -5.4% |
| 3M | -5.6% | -1.2% | -4.4% | -5.3% |
| 6M | -21.9% | -8.6% | -13.3% | -19.8% |
| YTD | -14.7% | +6.2% | -20.9% | -16.8% |
| 1Y | -17.3% | +21.1% | -38.4% | -22.9% |
| 3Y | -2.2% | +36.4% | -38.5% | -14.7% |
| 5Y | +20.3% | +11.4% | +8.9% | +10.1% |
| 10Y | +180.7% | +250.0% | -69.3% | +71.9% |
| All | +5,979.9% | +7,238.0% | -1,258.0% | +1,040.4% |
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 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