+18.7%
NEE vs MAR
+28.2%
-9.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | -1.3% | -0.5% | -0.8% | -1.3% |
| 30D | -3.3% | -5.4% | +2.1% | -2.8% |
| 3M | -2.3% | -15.5% | +13.2% | -0.6% |
| 6M | -8.9% | +3.0% | -11.8% | -9.3% |
| YTD | +4.8% | +8.5% | -3.8% | +2.9% |
| 1Y | +18.7% | +26.0% | -7.2% | +14.8% |
| All | +18.7% | +28.2% | -9.4% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling