+51,846.2%
NFLX vs MTB
+393.5%
+51,452.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -2.0% | +1.5% | -3.5% | -2.4% |
| 30D | -11.9% | +2.3% | -14.3% | -12.4% |
| 3M | -20.6% | -12.1% | -8.4% | -18.0% |
| 6M | -29.0% | +9.8% | -38.8% | -30.8% |
| YTD | -33.7% | +12.0% | -45.7% | -36.0% |
| 1Y | -46.2% | +22.0% | -68.2% | -49.2% |
| 3Y | +39.8% | +107.6% | -67.8% | +12.6% |
| 5Y | -9.0% | +61.9% | -70.8% | -24.4% |
| 10Y | +441.5% | +116.3% | +325.2% | +275.7% |
| All | +51,846.2% | +393.5% | +51,452.7% | +16,288.6% |
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