+129.9%
MRK vs NEE
+9.6%
+120.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -4.3% | -1.3% | -2.9% | -4.0% |
| 30D | +8.3% | -3.3% | +11.6% | +8.9% |
| 3M | +20.0% | -2.3% | +22.3% | +20.5% |
| 6M | +25.7% | -8.9% | +34.5% | +27.6% |
| YTD | +38.7% | +4.8% | +34.0% | +37.5% |
| 1Y | +74.7% | +18.7% | +56.0% | +69.5% |
| 3Y | +45.4% | +33.2% | +12.1% | +37.8% |
| All | +129.9% | +9.6% | +120.3% | +120.1% |
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