+287.3%
NEE vs MLM
+149.0%
+138.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +2.3% | -2.9% | +5.2% | +3.0% |
| 30D | +11.5% | +10.4% | +1.1% | +8.8% |
| 3M | +2.6% | -3.7% | +6.3% | +3.4% |
| 6M | -6.0% | -10.3% | +4.3% | -4.0% |
| YTD | +9.8% | -14.8% | +24.6% | +13.2% |
| 1Y | +4.7% | -13.9% | +18.6% | +7.6% |
| 3Y | +71.0% | +18.4% | +52.7% | +60.0% |
| 5Y | +15.8% | +31.8% | -16.0% | +3.5% |
| 10Y | +287.3% | +143.4% | +143.9% | +184.8% |
| All | +287.3% | +149.0% | +138.3% | +184.8% |
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