+7,238.0%
NEE vs MDT
+7,952.5%
-714.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.0% |
| 7D | +1.9% | +3.2% | -1.3% | +1.2% |
| 30D | -2.2% | +9.5% | -11.7% | -4.2% |
| 3M | -1.2% | +16.0% | -17.2% | -4.6% |
| 6M | -8.6% | +0.2% | -8.8% | -8.9% |
| YTD | +6.2% | -0.3% | +6.5% | +5.7% |
| 1Y | +21.1% | +4.7% | +16.4% | +19.2% |
| 3Y | +36.4% | +26.5% | +9.9% | +28.5% |
| 5Y | +11.4% | -18.2% | +29.6% | +14.2% |
| 10Y | +250.0% | +40.0% | +210.0% | +219.6% |
| All | +7,238.0% | +7,952.5% | -714.5% | +4,029.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling