+65,302.9%
NFLX vs MDT
+222.7%
+65,080.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.1% | -6.5% | -5.8% |
| 7D | -4.2% | +3.2% | -7.5% | -5.4% |
| 30D | +5.5% | +9.5% | -4.1% | +1.8% |
| 3M | -4.1% | +16.0% | -20.0% | -9.5% |
| 6M | -20.7% | +0.2% | -20.9% | -21.1% |
| YTD | -16.5% | -0.3% | -16.3% | -17.1% |
| 1Y | -37.8% | +4.7% | -42.5% | -39.5% |
| 3Y | +77.9% | +26.5% | +51.3% | +57.9% |
| 5Y | +32.5% | -18.2% | +50.7% | +37.9% |
| 10Y | +703.6% | +40.0% | +663.5% | +546.5% |
| All | +65,302.9% | +222.7% | +65,080.2% | +32,672.7% |
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