+7,150.9%
NEE vs MRSH
+3,270.6%
+3,880.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -1.9% | -5.9% | +4.0% | -0.3% |
| 30D | -3.1% | -7.3% | +4.2% | -1.2% |
| 3M | -2.4% | +6.7% | -9.1% | -4.4% |
| 6M | -8.6% | +3.0% | -11.6% | -10.0% |
| YTD | +4.9% | -2.9% | +7.8% | +4.7% |
| 1Y | +19.4% | -9.0% | +28.4% | +21.1% |
| 3Y | +34.9% | -4.3% | +39.2% | +34.5% |
| 5Y | +11.0% | +19.4% | -8.4% | +4.2% |
| 10Y | +252.3% | +218.1% | +34.3% | +159.0% |
| All | +7,150.9% | +3,270.6% | +3,880.3% | +2,948.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling