+64,065.9%
NFLX vs MDLZ
+316.7%
+63,749.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.1% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | +3.5% | -1.6% | +5.1% | +4.2% |
| 3M | -7.1% | +0.9% | -8.0% | -7.6% |
| 6M | -22.5% | +7.3% | -29.8% | -25.1% |
| YTD | -18.1% | +16.4% | -34.6% | -23.8% |
| 1Y | -38.3% | +3.0% | -41.3% | -39.7% |
| 3Y | +73.4% | -3.7% | +77.1% | +69.7% |
| 5Y | +26.7% | +15.6% | +11.1% | +13.4% |
| 10Y | +670.3% | +79.0% | +591.3% | +454.4% |
| All | +64,065.9% | +316.7% | +63,749.2% | +27,438.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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