+5,638.6%
NEE vs MCO
+7,284.8%
-1,646.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.1% |
| 7D | -1.9% | -7.3% | +5.4% | -0.3% |
| 30D | -3.1% | -1.7% | -1.4% | -2.8% |
| 3M | -2.4% | +3.9% | -6.3% | -3.5% |
| 6M | -8.6% | +3.8% | -12.4% | -9.9% |
| YTD | +4.9% | -7.9% | +12.8% | +5.7% |
| 1Y | +19.4% | -6.8% | +26.2% | +19.8% |
| 3Y | +34.9% | +40.9% | -6.1% | +22.1% |
| 5Y | +11.0% | +27.5% | -16.5% | +1.9% |
| 10Y | +252.3% | +381.4% | -129.1% | +145.8% |
| All | +5,638.6% | +7,284.8% | -1,646.2% | +2,419.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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