+21.1%
NEE vs MTZ
+30.9%
-9.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.9% | -0.9% |
| 7D | +1.9% | -1.6% | +3.5% | +2.1% |
| 30D | -2.2% | -11.1% | +8.9% | -1.2% |
| 3M | -1.2% | -36.7% | +35.5% | +2.8% |
| 6M | -8.6% | -21.9% | +13.4% | -6.9% |
| YTD | +6.2% | +9.1% | -2.9% | +3.7% |
| 1Y | +21.1% | +30.0% | -8.9% | +14.0% |
| All | +21.1% | +30.9% | -9.8% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling