+244.8%
NEE vs MXL
+313.4%
-68.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -0.6% |
| 7D | -1.3% | +18.9% | -20.2% | -2.4% |
| 30D | -3.3% | +0.3% | -3.6% | -3.6% |
| 3M | -2.3% | -8.0% | +5.8% | -3.2% |
| 6M | -8.9% | +341.2% | -350.1% | -22.0% |
| YTD | +4.8% | +327.8% | -323.1% | -10.3% |
| 1Y | +18.7% | +364.9% | -346.2% | +0.4% |
| 3Y | +33.2% | +229.2% | -196.0% | +10.0% |
| 5Y | +10.9% | +42.8% | -31.9% | -2.8% |
| All | +244.8% | +313.4% | -68.5% | +125.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling