+65,302.9%
NFLX vs MTB
+435.3%
+64,867.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.3% | -5.3% |
| 7D | -4.2% | +1.7% | -6.0% | -4.7% |
| 30D | +5.5% | -4.2% | +9.6% | +6.5% |
| 3M | -4.1% | +8.9% | -12.9% | -6.2% |
| 6M | -20.7% | +10.9% | -31.6% | -23.0% |
| YTD | -16.5% | +21.5% | -38.0% | -21.0% |
| 1Y | -37.8% | +21.9% | -59.7% | -41.3% |
| 3Y | +77.9% | +109.2% | -31.4% | +42.8% |
| 5Y | +32.5% | +102.0% | -69.5% | +3.4% |
| 10Y | +703.6% | +171.9% | +531.6% | +418.4% |
| All | +65,302.9% | +435.3% | +64,867.6% | +20,125.1% |
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