+11.3%
NEE vs MO
+99.8%
-88.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | -1.3% | +0.1% | -1.5% | -1.4% |
| 30D | -3.3% | +7.1% | -10.5% | -5.2% |
| 3M | -2.3% | -2.0% | -0.3% | -2.1% |
| 6M | -8.9% | +7.3% | -16.2% | -11.2% |
| YTD | +4.8% | +23.5% | -18.7% | -2.0% |
| 1Y | +18.7% | +11.0% | +7.7% | +14.2% |
| 3Y | +33.2% | +95.0% | -61.8% | +10.0% |
| All | +11.3% | +99.8% | -88.5% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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