+65,302.9%
NFLX vs MAR
+2,192.7%
+63,110.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.5% | -5.4% |
| 7D | -4.2% | -4.2% | -0.1% | -2.7% |
| 30D | +5.5% | -6.7% | +12.1% | +8.2% |
| 3M | -4.1% | -12.5% | +8.4% | +0.6% |
| 6M | -20.7% | +0.6% | -21.3% | -21.7% |
| YTD | -16.5% | +9.1% | -25.7% | -20.6% |
| 1Y | -37.8% | +26.2% | -64.0% | -44.5% |
| 3Y | +77.9% | +68.2% | +9.7% | +39.1% |
| 5Y | +32.5% | +163.9% | -131.4% | -14.2% |
| 10Y | +703.6% | +420.6% | +283.0% | +240.1% |
| All | +65,302.9% | +2,192.7% | +63,110.2% | +7,979.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling