+18.7%
NEE vs MTZ
+26.3%
-7.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.5% |
| 7D | -1.3% | +1.4% | -2.7% | -1.5% |
| 30D | -3.3% | -14.5% | +11.2% | -2.0% |
| 3M | -2.3% | -32.9% | +30.7% | +0.7% |
| 6M | -8.9% | -20.8% | +12.0% | -7.3% |
| YTD | +4.8% | +10.6% | -5.8% | +2.4% |
| 1Y | +18.7% | +27.1% | -8.4% | +12.8% |
| All | +18.7% | +26.3% | -7.5% | +12.8% |
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