+667.4%
NFLX vs MAR
+441.6%
+225.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -8.1% | -2.1% | -6.0% | -7.5% |
| 30D | +1.6% | -5.7% | +7.3% | +3.2% |
| 3M | -7.3% | -14.6% | +7.3% | -3.4% |
| 6M | -21.6% | +1.3% | -22.9% | -22.5% |
| YTD | -18.9% | +6.7% | -25.6% | -21.4% |
| 1Y | -39.1% | +26.4% | -65.5% | -44.1% |
| 3Y | +71.7% | +64.7% | +6.9% | +44.3% |
| 5Y | +27.0% | +153.1% | -126.1% | -4.8% |
| All | +667.4% | +441.6% | +225.7% | +331.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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