+1,027.5%
NEE vs MXL
+298.4%
+729.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.5% | -8.9% | -1.9% |
| 7D | -0.5% | +19.0% | -19.5% | -1.6% |
| 30D | -1.7% | +4.5% | -6.2% | -2.2% |
| 3M | -1.8% | -1.5% | -0.3% | -3.3% |
| 6M | -8.8% | +348.6% | -357.5% | -21.9% |
| YTD | +5.2% | +310.3% | -305.1% | -9.5% |
| 1Y | +21.3% | +344.7% | -323.4% | +3.2% |
| 3Y | +35.2% | +211.2% | -176.0% | +12.8% |
| 5Y | +10.1% | +34.8% | -24.7% | -3.5% |
| 10Y | +253.2% | +286.5% | -33.3% | +160.4% |
| All | +1,027.5% | +298.4% | +729.2% | +684.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling