+65,302.9%
NFLX vs MCD
+1,483.2%
+63,819.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.8% | -4.6% |
| 7D | -4.2% | -2.8% | -1.4% | -2.9% |
| 30D | +5.5% | -6.0% | +11.5% | +8.7% |
| 3M | -4.1% | -5.6% | +1.5% | -1.4% |
| 6M | -20.7% | -21.9% | +1.2% | -10.8% |
| YTD | -16.5% | -14.7% | -1.8% | -10.1% |
| 1Y | -37.8% | -17.3% | -20.5% | -32.3% |
| 3Y | +77.9% | -2.2% | +80.0% | +74.5% |
| 5Y | +32.5% | +20.3% | +12.2% | +16.7% |
| 10Y | +703.6% | +180.7% | +522.9% | +332.4% |
| All | +65,302.9% | +1,483.2% | +63,819.7% | +10,798.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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