+51,846.2%
NFLX vs MAR
+2,783.0%
+49,063.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -2.0% | +1.6% | -3.6% | -2.6% |
| 30D | -11.9% | +13.8% | -25.7% | -16.3% |
| 3M | -20.6% | +20.3% | -40.8% | -26.2% |
| 6M | -29.0% | +21.3% | -50.3% | -34.6% |
| YTD | -33.7% | +37.2% | -70.9% | -42.4% |
| 1Y | -46.2% | +48.4% | -94.6% | -54.8% |
| 3Y | +39.8% | +120.1% | -80.3% | -1.5% |
| 5Y | -9.0% | +182.1% | -191.0% | -42.5% |
| 10Y | +441.5% | +530.2% | -88.7% | +113.1% |
| All | +51,846.2% | +2,783.0% | +49,063.2% | +5,760.8% |
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