+28.5%
NFLX vs MDT
-20.1%
+48.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.2% |
| 7D | -5.0% | +0.4% | -5.4% | -5.1% |
| 30D | +3.5% | +6.0% | -2.5% | +1.4% |
| 3M | -7.1% | +15.5% | -22.6% | -11.9% |
| 6M | -22.5% | +3.4% | -25.9% | -23.6% |
| YTD | -18.1% | -2.2% | -16.0% | -18.0% |
| 1Y | -38.3% | +2.6% | -40.9% | -39.5% |
| 3Y | +73.4% | +27.5% | +45.9% | +52.1% |
| All | +28.5% | -20.1% | +48.5% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling