+225.0%
NFLX vs MDB
+848.0%
-623.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.7% | -6.0% | -3.9% |
| 7D | +2.1% | -11.4% | +13.5% | +4.8% |
| 30D | -9.0% | -13.8% | +4.8% | -6.7% |
| 3M | -14.0% | -15.5% | +1.5% | -12.6% |
| 6M | -28.2% | +17.9% | -46.1% | -33.5% |
| YTD | -32.4% | -25.5% | -6.9% | -31.7% |
| 1Y | -42.2% | -12.1% | -30.1% | -44.5% |
| 3Y | +45.9% | -5.9% | +51.7% | +25.4% |
| 5Y | -1.8% | -43.7% | +41.9% | -13.5% |
| All | +225.0% | +848.0% | -623.0% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling