+7,386.6%
NEE vs MTB
+7,638.9%
-252.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -2.1% | +1.5% | -3.7% | -2.4% |
| 30D | +8.6% | +2.3% | +6.3% | +8.2% |
| 3M | -0.3% | -12.1% | +11.8% | +2.0% |
| 6M | -8.9% | +9.8% | -18.7% | -10.5% |
| YTD | +8.3% | +12.0% | -3.7% | +5.8% |
| 1Y | +4.3% | +22.0% | -17.8% | +0.2% |
| 3Y | +70.7% | +107.6% | -36.9% | +47.1% |
| 5Y | +12.8% | +61.9% | -49.0% | -0.2% |
| 10Y | +287.2% | +116.3% | +170.9% | +207.1% |
| All | +7,386.6% | +7,638.9% | -252.3% | +3,667.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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