+915.1%
NEE vs MUB
+77.6%
+837.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | +2.3% | +0.6% | +1.7% | +1.6% |
| 30D | +11.5% | +3.4% | +8.1% | +7.3% |
| 3M | +2.6% | -0.7% | +3.3% | +3.5% |
| 6M | -6.0% | -1.0% | -5.0% | -4.9% |
| YTD | +9.8% | 0.0% | +9.8% | +9.9% |
| 1Y | +4.7% | +0.4% | +4.3% | +4.3% |
| 3Y | +71.0% | +10.5% | +60.6% | +54.1% |
| 5Y | +15.8% | +3.1% | +12.7% | +12.0% |
| 10Y | +287.3% | +22.0% | +265.2% | +232.9% |
| All | +915.1% | +77.6% | +837.4% | +520.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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