-8.2%
NFLX vs MTB
+61.4%
-69.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -11.0% | +0.8% | -11.9% | -11.1% |
| 3M | -15.5% | -12.8% | -2.8% | -14.3% |
| 6M | -28.5% | +6.7% | -35.2% | -29.0% |
| YTD | -33.1% | +11.3% | -44.5% | -34.1% |
| 1Y | -45.8% | +20.2% | -66.0% | -47.2% |
| 3Y | +40.2% | +103.8% | -63.6% | +27.7% |
| 5Y | -8.2% | +60.9% | -69.0% | -13.5% |
| All | -8.2% | +61.4% | -69.6% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling