+244.6%
NEE vs MLM
+206.1%
+38.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.0% |
| 7D | +1.9% | -2.9% | +4.9% | +2.6% |
| 30D | -2.2% | -6.8% | +4.7% | -0.7% |
| 3M | -1.2% | -11.2% | +10.1% | +1.2% |
| 6M | -8.6% | -21.8% | +13.3% | -3.7% |
| YTD | +6.2% | -17.0% | +23.2% | +10.1% |
| 1Y | +21.1% | -16.4% | +37.5% | +25.1% |
| 3Y | +36.4% | +14.5% | +21.9% | +29.0% |
| 5Y | +11.4% | +41.7% | -30.4% | -1.2% |
| All | +244.6% | +206.1% | +38.4% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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