+5,669.8%
NEE vs MTCH
+14,456.1%
-8,786.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -0.5% | -2.4% | +1.8% | -0.4% |
| 30D | -1.7% | +12.8% | -14.5% | -2.5% |
| 3M | -1.8% | +20.0% | -21.8% | -3.1% |
| 6M | -8.8% | +34.7% | -43.6% | -10.9% |
| YTD | +5.2% | +30.6% | -25.4% | +3.0% |
| 1Y | +21.3% | +10.9% | +10.4% | +20.0% |
| 3Y | +35.2% | -2.0% | +37.2% | +33.7% |
| 5Y | +10.1% | -72.6% | +82.8% | +16.2% |
| 10Y | +253.2% | +197.9% | +55.3% | +220.5% |
| All | +5,669.8% | +14,456.1% | -8,786.3% | +4,883.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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