+40.1%
NFLX vs MP
+240.8%
-200.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.8% | -0.7% |
| 7D | +5.7% | -19.0% | +24.6% | +7.8% |
| 30D | -4.6% | -30.5% | +25.9% | -1.2% |
| 3M | -11.6% | -29.6% | +17.9% | -8.9% |
| 6M | -25.4% | -50.4% | +25.0% | -20.8% |
| YTD | -30.1% | -33.2% | +3.1% | -29.0% |
| 1Y | -40.3% | -38.6% | -1.7% | -39.1% |
| 3Y | +51.6% | +105.5% | -53.8% | +20.3% |
| 5Y | +1.5% | -7.8% | +9.4% | -7.8% |
| All | +40.1% | +240.8% | -200.7% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling