+17.6%
NEE vs MLM
+23.5%
-6.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.4% | -1.0% |
| 7D | +3.9% | -4.1% | +8.0% | +5.0% |
| 30D | +12.8% | +8.2% | +4.7% | +10.4% |
| 3M | +3.6% | -3.6% | +7.1% | +4.4% |
| 6M | -7.5% | -15.6% | +8.1% | -3.6% |
| YTD | +10.7% | -16.4% | +27.1% | +15.2% |
| 1Y | +9.1% | -14.3% | +23.4% | +12.7% |
| 3Y | +61.0% | +19.3% | +41.7% | +44.8% |
| All | +17.6% | +23.5% | -6.0% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling