+37.7%
NEE vs MMM
+106.2%
-68.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +1.9% | -3.3% | +5.3% | +2.6% |
| 30D | -2.2% | -7.0% | +4.9% | -0.8% |
| 3M | -1.2% | +10.8% | -12.0% | -3.3% |
| 6M | -8.6% | +5.8% | -14.3% | -9.8% |
| YTD | +6.2% | +6.8% | -0.6% | +4.4% |
| 1Y | +21.1% | +10.4% | +10.7% | +18.0% |
| All | +37.7% | +106.2% | -68.5% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling