+7,273.1%
NEE vs MO
+15,145.8%
-7,872.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +1.1% | -2.0% | +3.1% | +1.6% |
| 30D | -0.2% | -0.3% | 0.0% | -0.2% |
| 3M | +0.5% | -2.9% | +3.5% | +0.9% |
| 6M | -6.5% | +5.8% | -12.3% | -8.1% |
| YTD | +6.7% | +22.0% | -15.3% | +1.3% |
| 1Y | +23.6% | +10.7% | +12.9% | +19.9% |
| 3Y | +37.1% | +94.4% | -57.2% | +16.3% |
| 5Y | +10.9% | +97.2% | -86.3% | -7.1% |
| 10Y | +245.4% | +103.0% | +142.4% | +179.9% |
| All | +7,273.1% | +15,145.8% | -7,872.7% | +2,818.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling