+49,111.5%
NFLX vs MKTX
+1,445.7%
+47,665.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -5.0% | +0.4% | -5.4% | -5.1% |
| 30D | +3.5% | +1.0% | +2.6% | +3.3% |
| 3M | -7.1% | +41.3% | -48.4% | -15.5% |
| 6M | -22.5% | -11.3% | -11.1% | -21.2% |
| YTD | -18.1% | -8.6% | -9.6% | -17.4% |
| 1Y | -38.3% | -11.1% | -27.3% | -37.5% |
| 3Y | +73.4% | -24.5% | +97.9% | +76.4% |
| 5Y | +26.7% | -61.4% | +88.1% | +50.1% |
| 10Y | +670.3% | +6.8% | +663.5% | +583.7% |
| All | +49,111.5% | +1,445.7% | +47,665.9% | +17,182.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling