+10.9%
NEE vs MMM
+28.6%
-17.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +1.1% | -1.6% | +2.7% | +1.5% |
| 30D | -0.2% | -8.0% | +7.8% | +1.8% |
| 3M | +0.5% | +9.4% | -8.8% | -1.8% |
| 6M | -6.5% | +10.2% | -16.8% | -9.1% |
| YTD | +6.7% | +6.1% | +0.6% | +4.5% |
| 1Y | +23.6% | +10.8% | +12.8% | +19.4% |
| 3Y | +37.1% | +104.8% | -67.7% | +5.9% |
| 5Y | +10.9% | +27.0% | -16.1% | -0.7% |
| All | +10.9% | +28.6% | -17.7% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling