+1,847.4%
MRVL vs NEE
+251.9%
+1,595.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.2% | -3.3% |
| 7D | +8.7% | -1.9% | +10.6% | +9.5% |
| 30D | +6.9% | -3.1% | +10.0% | +8.2% |
| 3M | -10.1% | -2.4% | -7.7% | -9.5% |
| 6M | +143.4% | -8.6% | +152.0% | +151.1% |
| YTD | +167.5% | +4.9% | +162.5% | +160.9% |
| 1Y | +239.0% | +19.4% | +219.6% | +214.8% |
| 3Y | +311.0% | +34.9% | +276.1% | +241.4% |
| 5Y | +278.0% | +11.0% | +267.0% | +245.0% |
| All | +1,847.4% | +251.9% | +1,595.5% | +1,273.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling