+11.3%
NEE vs MRSH
+18.2%
-6.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -1.3% | -4.8% | +3.4% | +0.4% |
| 30D | -3.3% | -6.3% | +3.0% | -1.1% |
| 3M | -2.3% | +5.8% | -8.1% | -4.9% |
| 6M | -8.9% | +2.8% | -11.7% | -10.8% |
| YTD | +4.8% | -3.1% | +7.9% | +4.8% |
| 1Y | +18.7% | -11.3% | +30.0% | +23.6% |
| 3Y | +33.2% | -5.0% | +38.2% | +32.1% |
| All | +11.3% | +18.2% | -6.9% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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