+285.0%
NEE vs MPC
+1,165.7%
-880.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.1% |
| 7D | -3.4% | +9.4% | -12.8% | -4.5% |
| 30D | +9.0% | -13.4% | +22.5% | +10.9% |
| 3M | +0.2% | +18.9% | -18.7% | -2.6% |
| 6M | -8.5% | +64.9% | -73.4% | -15.3% |
| YTD | +8.6% | +156.8% | -148.2% | -6.2% |
| 1Y | +2.2% | +113.2% | -111.0% | -9.3% |
| 3Y | +69.1% | +201.8% | -132.7% | +40.2% |
| 5Y | +13.0% | +601.4% | -588.3% | -18.8% |
| All | +285.0% | +1,165.7% | -880.7% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling