+172.1%
NEE vs MDB
+1,017.4%
-845.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | -0.5% |
| 7D | +1.9% | -17.4% | +19.4% | +3.0% |
| 30D | -2.2% | -2.0% | -0.1% | -2.2% |
| 3M | -1.2% | -3.0% | +1.8% | -1.4% |
| 6M | -8.6% | +48.7% | -57.2% | -11.6% |
| YTD | +6.2% | -12.1% | +18.3% | +5.9% |
| 1Y | +21.1% | +14.5% | +6.6% | +18.2% |
| 3Y | +36.4% | -6.1% | +42.5% | +31.2% |
| 5Y | +11.4% | -27.3% | +38.7% | +3.9% |
| All | +172.1% | +1,017.4% | -845.3% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling