+7,273.1%
NEE vs MTZ
+3,182.4%
+4,090.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | +0.3% |
| 7D | +1.1% | +3.6% | -2.5% | +0.9% |
| 30D | -0.2% | -9.6% | +9.4% | +0.2% |
| 3M | +0.5% | -31.9% | +32.5% | +2.1% |
| 6M | -6.5% | -13.8% | +7.3% | -6.2% |
| YTD | +6.7% | +13.3% | -6.6% | +5.6% |
| 1Y | +23.6% | +39.3% | -15.7% | +20.9% |
| 3Y | +37.1% | +168.3% | -131.2% | +28.7% |
| 5Y | +10.9% | +166.4% | -155.5% | +3.5% |
| 10Y | +245.4% | +739.9% | -494.6% | +201.3% |
| All | +7,273.1% | +3,182.4% | +4,090.7% | +5,776.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling