+18.1%
NEE vs MULL
+2,620.5%
-2,602.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.8% | -1.5% |
| 7D | -0.5% | +14.8% | -15.3% | -0.7% |
| 30D | -1.7% | +36.6% | -38.2% | -2.0% |
| 3M | -1.8% | -8.9% | +7.0% | -2.2% |
| 6M | -8.8% | +311.9% | -320.8% | -12.5% |
| YTD | +5.2% | +579.8% | -574.6% | -1.1% |
| 1Y | +21.3% | +2,421.5% | -2,400.2% | +8.8% |
| All | +18.1% | +2,620.5% | -2,602.4% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling