-7.5%
NEE vs MLM
-15.7%
+8.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.4% | -1.1% |
| 7D | +3.9% | -4.1% | +8.0% | +4.7% |
| 30D | +12.8% | +8.2% | +4.7% | +11.7% |
| 3M | +3.6% | -3.6% | +7.1% | +4.0% |
| 6M | -7.5% | -15.6% | +8.1% | -6.5% |
| All | -7.5% | -15.7% | +8.2% | -6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling