+15.8%
NEE vs MDB
-41.6%
+57.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.7% |
| 7D | +2.3% | -1.0% | +3.3% | +2.3% |
| 30D | +11.5% | -14.0% | +25.5% | +11.9% |
| 3M | +2.6% | -20.3% | +22.9% | +3.0% |
| 6M | -6.0% | +10.9% | -16.8% | -6.9% |
| YTD | +9.8% | -20.9% | +30.7% | +10.0% |
| 1Y | +4.7% | -11.2% | +15.9% | +4.1% |
| 3Y | +71.0% | -11.9% | +83.0% | +66.8% |
| 5Y | +15.8% | -40.2% | +56.0% | +10.9% |
| All | +15.8% | -41.6% | +57.4% | +10.9% |
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