+39.8%
NFLX vs M
+158.0%
-118.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | -2.0% | +7.0% | -9.0% | -2.5% |
| 30D | -11.9% | +8.9% | -20.8% | -12.5% |
| 3M | -20.6% | +4.5% | -25.1% | -20.9% |
| 6M | -29.0% | +36.2% | -65.2% | -30.8% |
| YTD | -33.7% | +15.1% | -48.8% | -34.6% |
| 1Y | -46.2% | +27.4% | -73.6% | -47.4% |
| 3Y | +39.8% | +160.1% | -120.4% | +27.4% |
| All | +39.8% | +158.0% | -118.2% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling