+11.3%
NEE vs MKC
-33.0%
+44.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -1.3% | -1.5% | +0.1% | -0.9% |
| 30D | -3.3% | -3.1% | -0.2% | -2.5% |
| 3M | -2.3% | +5.2% | -7.4% | -4.4% |
| 6M | -8.9% | -12.8% | +4.0% | -5.2% |
| YTD | +4.8% | -23.3% | +28.1% | +13.6% |
| 1Y | +18.7% | -24.1% | +42.8% | +28.9% |
| 3Y | +33.2% | -32.1% | +65.4% | +49.9% |
| All | +11.3% | -33.0% | +44.3% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling