+33.5%
NEE vs MTZ
+151.6%
-118.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.3% | +0.1% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -3.1% | -14.8% | +11.7% | -1.8% |
| 3M | -2.4% | -30.8% | +28.4% | +0.2% |
| 6M | -8.6% | -22.6% | +14.0% | -7.1% |
| YTD | +4.9% | +6.8% | -1.9% | +3.3% |
| 1Y | +19.4% | +22.1% | -2.8% | +15.8% |
| All | +33.5% | +151.6% | -118.1% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling