+681.4%
NFLX vs MKTX
+5.0%
+676.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | +4.3% | +0.7% | +3.6% | +4.1% |
| 3M | -4.8% | +40.8% | -45.6% | -12.9% |
| 6M | -18.4% | -8.0% | -10.4% | -17.5% |
| YTD | -17.4% | -8.7% | -8.7% | -16.4% |
| 1Y | -35.7% | -11.8% | -23.8% | -34.4% |
| 3Y | +73.8% | -24.0% | +97.8% | +76.3% |
| 5Y | +29.3% | -60.3% | +89.6% | +53.4% |
| All | +681.4% | +5.0% | +676.4% | +691.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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