+3,739.1%
MRK vs NEE
+7,169.4%
-3,430.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | -2.7% | -0.5% | -2.2% | -2.5% |
| 30D | +12.7% | -1.7% | +14.4% | +13.3% |
| 3M | +24.2% | -1.8% | +26.1% | +25.0% |
| 6M | +27.8% | -8.8% | +36.7% | +31.7% |
| YTD | +42.2% | +5.2% | +37.0% | +39.0% |
| 1Y | +80.2% | +21.3% | +58.9% | +66.9% |
| 3Y | +48.4% | +35.2% | +13.2% | +27.8% |
| 5Y | +133.6% | +10.1% | +123.5% | +111.5% |
| 10Y | +236.2% | +253.2% | -17.0% | +80.3% |
| All | +3,739.1% | +7,169.4% | -3,430.2% | +449.9% |
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