-2.7%
NFLX vs MP
-5.6%
+2.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.9% | -8.2% | -3.9% |
| 7D | +2.1% | -10.5% | +12.7% | +3.4% |
| 30D | -9.0% | -23.5% | +14.5% | -6.2% |
| 3M | -14.0% | -25.4% | +11.5% | -11.3% |
| 6M | -28.2% | -51.3% | +23.1% | -22.5% |
| YTD | -32.4% | -29.9% | -2.5% | -31.7% |
| 1Y | -42.2% | -31.8% | -10.4% | -41.7% |
| 3Y | +45.9% | +127.0% | -81.1% | -0.8% |
| All | -2.7% | -5.6% | +2.9% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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