+11.4%
NEE vs MTZ
-14.7%
+26.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -15.4% | +20.3% | +5.5% |
| 7D | +9.2% | -7.4% | +16.6% | +9.1% |
| 30D | +16.0% | -23.6% | +39.6% | +17.7% |
| 3M | +2.2% | -38.3% | +40.5% | +5.5% |
| 6M | -6.0% | -60.6% | +54.6% | +2.1% |
| YTD | +12.6% | -22.9% | +35.5% | +12.2% |
| 1Y | +11.4% | -14.3% | +25.7% | +7.1% |
| All | +11.4% | -14.7% | +26.1% | +7.1% |
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