+10.9%
NEE vs MDB
-26.9%
+37.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +3.9% | +0.6% |
| 7D | +1.1% | -18.0% | +19.1% | +1.7% |
| 30D | -0.2% | -10.7% | +10.5% | 0.0% |
| 3M | +0.5% | +1.0% | -0.4% | +0.3% |
| 6M | -6.5% | +31.6% | -38.1% | -8.0% |
| YTD | +6.7% | -15.2% | +21.9% | +6.9% |
| 1Y | +23.6% | +10.1% | +13.5% | +21.9% |
| 3Y | +37.1% | -5.6% | +42.8% | +33.5% |
| 5Y | +10.9% | -24.5% | +35.5% | +3.7% |
| All | +10.9% | -26.9% | +37.8% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 5y: compounded portfolio wealth divided by compounded MDB 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…
5y analysis · Full analysis span regression · 6 months rolling