+221.3%
NFLX vs MDB
+929.6%
-708.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | -4.4% | +11.6% | -15.9% | -6.7% |
| 30D | -11.0% | -8.9% | -2.1% | -9.9% |
| 3M | -15.5% | -22.4% | +6.9% | -12.3% |
| 6M | -28.5% | +10.1% | -38.5% | -32.6% |
| YTD | -33.1% | -19.0% | -14.1% | -33.8% |
| 1Y | -45.8% | -7.0% | -38.8% | -48.6% |
| 3Y | +40.2% | -9.8% | +50.0% | +22.7% |
| 5Y | -8.2% | -40.1% | +31.9% | -20.2% |
| All | +221.3% | +929.6% | -708.4% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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