+19.4%
NEE vs MDT
+0.4%
+19.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.9% | -1.6% | -0.3% | -1.7% |
| 30D | -3.1% | +1.0% | -4.2% | -3.3% |
| 3M | -2.4% | +15.2% | -17.6% | -4.3% |
| 6M | -8.6% | +3.7% | -12.3% | -8.7% |
| YTD | +4.9% | -3.0% | +7.9% | +5.1% |
| 1Y | +19.4% | +2.5% | +16.9% | +20.0% |
| All | +19.4% | +0.4% | +19.0% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 1y: compounded portfolio wealth divided by compounded MDT 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…
1y analysis · Full analysis span regression · 6 months rolling