+2,474.4%
NEE vs MAR
+2,498.9%
-24.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +1.9% | -4.2% | +6.1% | +2.7% |
| 30D | -2.2% | -6.7% | +4.5% | -1.0% |
| 3M | -1.2% | -12.5% | +11.3% | +0.9% |
| 6M | -8.6% | +0.6% | -9.1% | -9.0% |
| YTD | +6.2% | +9.1% | -2.9% | +4.1% |
| 1Y | +21.1% | +26.2% | -5.1% | +15.6% |
| 3Y | +36.4% | +68.2% | -31.8% | +22.4% |
| 5Y | +11.4% | +163.9% | -152.6% | -9.0% |
| 10Y | +250.0% | +420.6% | -170.6% | +136.3% |
| All | +2,474.4% | +2,498.9% | -24.6% | +1,106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling