+448.1%
NFLX vs M
-3.0%
+451.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | -0.3% | +5.0% | -5.3% | -0.7% |
| 30D | -10.0% | +10.6% | -20.6% | -10.8% |
| 3M | -17.1% | +1.6% | -18.7% | -17.3% |
| 6M | -27.7% | +30.8% | -58.5% | -29.5% |
| YTD | -32.5% | +16.9% | -49.4% | -33.7% |
| 1Y | -43.5% | +26.3% | -69.8% | -44.9% |
| 3Y | +41.4% | +158.6% | -117.2% | +27.4% |
| 5Y | -2.2% | +2.1% | -4.3% | -7.9% |
| 10Y | +448.1% | -4.3% | +452.4% | +475.3% |
| All | +448.1% | -3.0% | +451.1% | +475.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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