+281.9%
NEE vs MLM
+167.5%
+114.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.7% |
| 7D | +2.2% | -3.8% | +6.0% | +3.1% |
| 30D | +12.3% | +11.0% | +1.3% | +9.4% |
| 3M | +3.4% | -3.1% | +6.4% | +4.0% |
| 6M | -5.3% | -9.8% | +4.5% | -3.5% |
| YTD | +10.6% | -14.4% | +24.9% | +13.8% |
| 1Y | +6.5% | -12.6% | +19.0% | +9.0% |
| 3Y | +73.5% | +19.7% | +53.8% | +61.9% |
| 5Y | +17.0% | +29.8% | -12.8% | +4.9% |
| 10Y | +281.9% | +153.5% | +128.4% | +180.1% |
| All | +281.9% | +167.5% | +114.4% | +180.1% |
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