+37.8%
NEE vs MLM
+15.1%
+22.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -0.9% |
| 7D | +1.9% | -2.9% | +4.9% | +2.4% |
| 30D | -2.2% | -6.8% | +4.7% | -1.1% |
| 3M | -1.2% | -11.2% | +10.1% | +0.6% |
| 6M | -8.6% | -21.8% | +13.3% | -5.0% |
| YTD | +6.2% | -17.0% | +23.2% | +9.1% |
| 1Y | +21.1% | -16.4% | +37.5% | +24.2% |
| All | +37.8% | +15.1% | +22.6% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling