+681.4%
NFLX vs MKC
+29.9%
+651.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -1.1% | -1.5% | +0.4% | -0.7% |
| 30D | +4.3% | -3.1% | +7.4% | +5.1% |
| 3M | -4.8% | +5.2% | -10.0% | -5.9% |
| 6M | -18.4% | -12.8% | -5.6% | -16.0% |
| YTD | -17.4% | -23.3% | +5.8% | -12.5% |
| 1Y | -35.7% | -24.1% | -11.6% | -31.9% |
| 3Y | +73.8% | -32.1% | +105.9% | +87.3% |
| 5Y | +29.3% | -32.8% | +62.1% | +37.4% |
| All | +681.4% | +29.9% | +651.6% | +574.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling