+6,475.2%
MCD vs NEE
+7,547.6%
-1,072.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.1% |
| 7D | +7.1% | +3.9% | +3.3% | +5.9% |
| 30D | +19.8% | +12.8% | +6.9% | +15.2% |
| 3M | +0.8% | +3.6% | -2.7% | -0.3% |
| 6M | -1.3% | -7.5% | +6.2% | +1.0% |
| YTD | -7.8% | +10.7% | -18.4% | -11.2% |
| 1Y | -5.0% | +9.1% | -14.0% | -8.1% |
| 3Y | +10.5% | +61.0% | -50.4% | -8.3% |
| 5Y | +22.0% | +16.3% | +5.7% | +10.3% |
| 10Y | +216.7% | +264.6% | -47.9% | +91.7% |
| All | +6,475.2% | +7,547.6% | -1,072.3% | +1,117.2% |
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