+11.4%
NEE vs MXL
+276.5%
-265.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -11.1% | +16.0% | +4.7% |
| 7D | +9.2% | -24.3% | +33.5% | +8.8% |
| 30D | +16.0% | -46.1% | +62.1% | +15.5% |
| 3M | +2.2% | -21.8% | +24.0% | +2.0% |
| 6M | -6.0% | -27.2% | +21.2% | -6.1% |
| YTD | +12.6% | +226.2% | -213.6% | +10.6% |
| 1Y | +11.4% | +297.0% | -285.6% | +8.4% |
| All | +11.4% | +276.5% | -265.1% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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