+11.5%
NEE vs MDT
+0.7%
+10.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.9% |
| 7D | -2.1% | +1.0% | -3.1% | -2.5% |
| 30D | +8.6% | +9.2% | -0.5% | +5.3% |
| 3M | -0.3% | +14.5% | -14.8% | -5.1% |
| 6M | -8.9% | +37.3% | -46.2% | -19.3% |
| YTD | +8.3% | +9.8% | -1.5% | +4.3% |
| 1Y | +4.3% | +10.5% | -6.3% | 0.0% |
| 3Y | +70.7% | +57.4% | +13.3% | +41.5% |
| All | +11.5% | +0.7% | +10.8% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling