+667.6%
NFLX vs MTB
+171.7%
+495.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -8.1% | +1.1% | -9.2% | -8.2% |
| 30D | -0.3% | -4.6% | +4.3% | +0.2% |
| 3M | -6.6% | +6.3% | -12.9% | -7.3% |
| 6M | -22.7% | +15.6% | -38.3% | -24.0% |
| YTD | -18.9% | +20.6% | -39.5% | -20.8% |
| 1Y | -39.8% | +22.5% | -62.3% | -41.4% |
| 3Y | +71.7% | +114.4% | -42.7% | +55.5% |
| 5Y | +27.2% | +101.9% | -74.7% | +14.8% |
| All | +667.6% | +171.7% | +495.9% | +540.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling