+21.6%
NEE vs MULL
+1,230.7%
-1,209.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | -0.2% |
| 7D | -2.1% | +24.5% | -26.6% | -2.2% |
| 30D | +8.6% | -35.5% | +44.1% | +8.7% |
| 3M | -0.3% | -44.8% | +44.5% | -0.2% |
| 6M | -8.9% | -45.5% | +36.5% | -9.7% |
| YTD | +8.3% | +232.5% | -224.2% | +2.2% |
| 1Y | +4.3% | +343.3% | -339.0% | -2.9% |
| All | +21.6% | +1,230.7% | -1,209.1% | +3.3% |
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