-39.3%
NFLX vs MDT
+20.2%
-59.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.1% | -1.5% | +2.7% |
| 7D | +7.1% | +10.7% | -3.6% | +3.7% |
| 30D | -1.6% | +19.3% | -21.0% | -6.7% |
| 3M | -9.8% | +22.8% | -32.5% | -15.0% |
| 6M | -27.1% | +36.4% | -63.4% | -32.8% |
| YTD | -29.2% | +12.1% | -41.3% | -34.3% |
| 1Y | -39.3% | +19.9% | -59.2% | -46.1% |
| All | -39.3% | +20.2% | -59.5% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 1y: compounded portfolio wealth divided by compounded MDT 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…
1y analysis · Full analysis span regression · 6 months rolling