+11.4%
NEE vs MULL
+444.9%
-433.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -13.8% | +18.6% | +4.7% |
| 7D | +9.2% | -35.9% | +45.1% | +8.7% |
| 30D | +16.0% | -47.3% | +63.3% | +15.4% |
| 3M | +2.2% | -30.6% | +32.8% | +1.9% |
| 6M | -6.0% | +13.7% | -19.7% | -6.1% |
| YTD | +12.6% | +272.1% | -259.5% | +10.8% |
| 1Y | +11.4% | +475.1% | -463.7% | +8.4% |
| All | +11.4% | +444.9% | -433.5% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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