+26.7%
NFLX vs MAR
+155.0%
-128.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.0% |
| 7D | -5.0% | -1.7% | -3.3% | -4.4% |
| 30D | +3.5% | -6.9% | +10.5% | +6.4% |
| 3M | -7.1% | -15.8% | +8.7% | -0.9% |
| 6M | -22.5% | +1.9% | -24.4% | -24.2% |
| YTD | -18.1% | +6.6% | -24.7% | -22.1% |
| 1Y | -38.3% | +23.7% | -62.0% | -45.7% |
| 3Y | +73.4% | +64.6% | +8.8% | +28.1% |
| 5Y | +26.7% | +156.4% | -129.7% | -18.4% |
| All | +26.7% | +155.0% | -128.3% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling