+245.4%
NEE vs MMM
+53.9%
+191.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | 0.0% |
| 7D | -1.9% | -3.2% | +1.3% | -1.0% |
| 30D | -3.1% | -10.7% | +7.6% | -0.1% |
| 3M | -2.4% | +4.3% | -6.7% | -3.8% |
| 6M | -8.6% | +5.9% | -14.5% | -10.5% |
| YTD | +4.9% | +3.2% | +1.8% | +3.3% |
| 1Y | +19.4% | +8.0% | +11.4% | +15.6% |
| 3Y | +34.9% | +99.1% | -64.2% | +4.4% |
| 5Y | +11.0% | +25.7% | -14.7% | -1.4% |
| All | +245.4% | +53.9% | +191.5% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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