+29.0%
NFLX vs M
+27.3%
+1.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.6% | -7.9% | -5.8% |
| 7D | -4.2% | +4.7% | -9.0% | -5.0% |
| 30D | +5.5% | -9.6% | +15.1% | +7.2% |
| 3M | -4.1% | +0.9% | -4.9% | -4.6% |
| 6M | -20.7% | +22.3% | -43.0% | -24.1% |
| YTD | -16.5% | +6.5% | -23.1% | -18.5% |
| 1Y | -37.8% | +38.8% | -76.5% | -42.6% |
| 3Y | +77.9% | +115.9% | -38.0% | +38.5% |
| All | +29.0% | +27.3% | +1.7% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling