+448.2%
NFLX vs MAR
+529.3%
-81.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.0% | +1.6% | -3.6% | -2.4% |
| 30D | -11.9% | +13.8% | -25.7% | -15.1% |
| 3M | -20.6% | +20.3% | -40.8% | -24.6% |
| 6M | -29.0% | +21.3% | -50.3% | -33.0% |
| YTD | -33.7% | +37.2% | -70.9% | -40.1% |
| 1Y | -46.2% | +48.4% | -94.6% | -52.5% |
| 3Y | +39.8% | +120.1% | -80.3% | +8.4% |
| 5Y | -9.0% | +182.1% | -191.0% | -34.3% |
| All | +448.2% | +529.3% | -81.1% | +223.0% |
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