+19.2%
NEE vs MULL
+2,561.4%
-2,542.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.8% | -12.6% | -0.9% |
| 7D | +1.9% | +17.3% | -15.4% | +1.8% |
| 30D | -2.2% | +23.5% | -25.7% | -2.4% |
| 3M | -1.2% | -24.0% | +22.8% | -1.4% |
| 6M | -8.6% | +276.7% | -285.3% | -12.1% |
| YTD | +6.2% | +565.1% | -558.9% | -0.1% |
| 1Y | +21.1% | +2,802.6% | -2,781.5% | +8.1% |
| All | +19.2% | +2,561.4% | -2,542.2% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling