+10.1%
NEE vs MPC
+687.9%
-677.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | -0.5% | +3.2% | -3.8% | -0.9% |
| 30D | -1.7% | +25.0% | -26.7% | -3.9% |
| 3M | -1.8% | +55.2% | -57.0% | -6.3% |
| 6M | -8.8% | +86.4% | -95.2% | -15.0% |
| YTD | +5.2% | +148.5% | -143.3% | -5.5% |
| 1Y | +21.3% | +121.7% | -100.4% | +10.3% |
| 3Y | +35.2% | +172.9% | -137.7% | +17.3% |
| 5Y | +10.1% | +679.9% | -669.8% | -10.4% |
| All | +10.1% | +687.9% | -677.8% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling