+1,173.1%
MRVL vs NEE
+289.4%
+883.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.6% |
| 7D | +11.0% | -2.1% | +13.1% | +11.9% |
| 30D | -36.1% | +8.6% | -44.7% | -38.6% |
| 3M | -29.4% | -0.3% | -29.1% | -29.9% |
| 6M | -11.9% | -8.9% | -2.9% | -9.6% |
| YTD | +84.8% | +8.3% | +76.4% | +76.7% |
| 1Y | +79.4% | +4.3% | +75.2% | +74.3% |
| 3Y | +195.7% | +70.7% | +125.0% | +119.0% |
| 5Y | +117.2% | +12.8% | +104.4% | +95.9% |
| All | +1,173.1% | +289.4% | +883.7% | +829.3% |
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