+51,846.2%
NFLX vs MDT
+255.4%
+51,590.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.8% |
| 3M | -20.6% | +14.5% | -35.1% | -24.7% |
| 6M | -29.0% | +37.3% | -66.3% | -37.5% |
| YTD | -33.7% | +9.8% | -43.5% | -36.6% |
| 1Y | -46.2% | +10.5% | -56.7% | -48.7% |
| 3Y | +39.8% | +57.4% | -17.7% | +14.0% |
| 5Y | -9.0% | +1.2% | -10.1% | -12.6% |
| 10Y | +441.5% | +63.2% | +378.2% | +309.5% |
| All | +51,846.2% | +255.4% | +51,590.8% | +24,964.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling