-8.5%
NFLX vs MDT
+0.7%
-9.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -1.6% |
| 7D | -2.0% | +1.0% | -3.0% | -2.4% |
| 30D | -11.9% | +9.2% | -21.1% | -14.7% |
| 3M | -20.6% | +14.5% | -35.1% | -24.5% |
| 6M | -29.0% | +37.3% | -66.3% | -37.1% |
| YTD | -33.7% | +9.8% | -43.5% | -36.4% |
| 1Y | -46.2% | +10.5% | -56.7% | -48.6% |
| 3Y | +39.8% | +57.4% | -17.7% | +10.6% |
| All | -8.5% | +0.7% | -9.2% | -16.8% |
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