+1.5%
NFLX vs MLM
+30.6%
-29.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.2% | +3.9% | +0.9% |
| 7D | +5.7% | -1.2% | +6.9% | +6.1% |
| 30D | -4.6% | +7.9% | -12.5% | -7.8% |
| 3M | -11.6% | -4.5% | -7.2% | -10.2% |
| 6M | -25.4% | -12.6% | -12.8% | -21.8% |
| YTD | -30.1% | -14.9% | -15.2% | -26.8% |
| 1Y | -40.3% | -13.1% | -27.2% | -38.4% |
| 3Y | +51.6% | +21.2% | +30.4% | +22.7% |
| 5Y | +1.5% | +32.0% | -30.5% | -26.6% |
| All | +1.5% | +30.6% | -29.1% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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