+27.0%
NFLX vs MDY
+43.9%
-17.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.7% |
| 7D | -8.1% | -2.5% | -5.5% | -6.2% |
| 30D | +1.6% | -5.0% | +6.7% | +5.7% |
| 3M | -7.3% | +0.5% | -7.8% | -8.0% |
| 6M | -21.6% | +8.0% | -29.6% | -27.3% |
| YTD | -18.9% | +12.2% | -31.1% | -27.5% |
| 1Y | -39.1% | +14.0% | -53.1% | -46.6% |
| 3Y | +71.7% | +48.2% | +23.5% | +10.8% |
| 5Y | +27.0% | +46.1% | -19.1% | -17.0% |
| All | +27.0% | +43.9% | -17.0% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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