+245.4%
NEE vs MET
+248.0%
-2.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -1.9% | -2.5% | +0.5% | -1.4% |
| 30D | -3.1% | 0.0% | -3.1% | -3.2% |
| 3M | -2.4% | +13.1% | -15.5% | -5.5% |
| 6M | -8.6% | +39.0% | -47.6% | -15.9% |
| YTD | +4.9% | +25.2% | -20.3% | -1.2% |
| 1Y | +19.4% | +25.6% | -6.3% | +12.1% |
| 3Y | +34.9% | +67.1% | -32.2% | +16.1% |
| 5Y | +11.0% | +85.1% | -74.1% | -7.8% |
| All | +245.4% | +248.0% | -2.6% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling