+15.8%
NEE vs MMM
+48.8%
-33.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +2.3% | +7.0% | -4.7% | +0.6% |
| 30D | +11.5% | +18.4% | -6.9% | +6.9% |
| 3M | +2.6% | +4.5% | -1.9% | +1.4% |
| 6M | -6.0% | +33.4% | -39.4% | -12.7% |
| YTD | +9.8% | +20.0% | -10.1% | +4.3% |
| 1Y | +4.7% | +15.0% | -10.3% | +0.5% |
| 3Y | +71.0% | +165.0% | -94.0% | +22.9% |
| 5Y | +15.8% | +47.9% | -32.1% | +1.1% |
| All | +15.8% | +48.8% | -33.0% | +1.1% |
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