+52,297.5%
NFLX vs MTB
+390.5%
+51,907.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.2% |
| 3M | -15.5% | -12.8% | -2.8% | -12.7% |
| 6M | -28.5% | +6.7% | -35.2% | -29.8% |
| YTD | -33.1% | +11.3% | -44.5% | -35.3% |
| 1Y | -45.8% | +20.2% | -66.0% | -48.7% |
| 3Y | +40.2% | +103.8% | -63.6% | +13.5% |
| 5Y | -8.2% | +60.9% | -69.0% | -23.6% |
| 10Y | +446.2% | +115.0% | +331.2% | +279.5% |
| All | +52,297.5% | +390.5% | +51,907.0% | +16,456.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling