+667.4%
NFLX vs MTB
+172.9%
+494.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.1% |
| 7D | -8.1% | -0.4% | -7.6% | -8.0% |
| 30D | +1.6% | -4.6% | +6.2% | +2.1% |
| 3M | -7.3% | +7.4% | -14.7% | -8.1% |
| 6M | -21.6% | +18.7% | -40.3% | -23.2% |
| YTD | -18.9% | +21.1% | -40.0% | -20.8% |
| 1Y | -39.1% | +24.1% | -63.2% | -40.7% |
| 3Y | +71.7% | +115.3% | -43.7% | +55.4% |
| 5Y | +27.0% | +106.0% | -79.1% | +14.3% |
| All | +667.4% | +172.9% | +494.5% | +540.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MTB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling