+7,273.1%
NEE vs MKC
+3,364.7%
+3,908.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.1% | -4.3% | +5.4% | +2.2% |
| 30D | -0.2% | -2.0% | +1.8% | +0.2% |
| 3M | +0.5% | +10.0% | -9.5% | -2.3% |
| 6M | -6.5% | -18.5% | +12.0% | -2.1% |
| YTD | +6.7% | -22.4% | +29.1% | +12.8% |
| 1Y | +23.6% | -23.6% | +47.2% | +30.9% |
| 3Y | +37.1% | -30.4% | +67.6% | +47.8% |
| 5Y | +10.9% | -34.2% | +45.1% | +20.6% |
| 10Y | +245.4% | +26.8% | +218.5% | +223.3% |
| All | +7,273.1% | +3,364.7% | +3,908.4% | +4,251.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MKC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling