+11.0%
NEE vs MTZ
+156.0%
-145.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.3% | +0.2% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -3.1% | -14.8% | +11.7% | -1.4% |
| 3M | -2.4% | -30.8% | +28.4% | +0.9% |
| 6M | -8.6% | -22.6% | +14.0% | -6.8% |
| YTD | +4.9% | +6.8% | -1.9% | +2.6% |
| 1Y | +19.4% | +22.1% | -2.8% | +14.5% |
| 3Y | +34.9% | +153.1% | -118.3% | +13.4% |
| 5Y | +11.0% | +161.4% | -150.4% | -10.4% |
| All | +11.0% | +156.0% | -145.0% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling