+61.0%
NEE vs MPC
+160.2%
-99.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | +3.9% | -16.2% | +20.1% | +4.9% |
| 30D | +12.8% | -15.7% | +28.6% | +13.8% |
| 3M | +3.6% | +24.9% | -21.3% | +1.3% |
| 6M | -7.5% | +52.7% | -60.1% | -11.1% |
| YTD | +10.7% | +131.9% | -121.2% | +1.3% |
| 1Y | +9.1% | +96.6% | -87.6% | +1.7% |
| 3Y | +61.0% | +163.8% | -102.8% | +36.3% |
| All | +61.0% | +160.2% | -99.2% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling