-37.8%
NFLX vs MTZ
+30.9%
-68.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.1% | -7.5% | -5.2% |
| 7D | -4.2% | -1.6% | -2.7% | -4.3% |
| 30D | +5.5% | -11.1% | +16.5% | +4.7% |
| 3M | -4.1% | -36.7% | +32.6% | -6.3% |
| 6M | -20.7% | -21.9% | +1.3% | -23.8% |
| YTD | -16.5% | +9.1% | -25.7% | -20.8% |
| 1Y | -37.8% | +30.0% | -67.7% | -41.6% |
| All | -37.8% | +30.9% | -68.6% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling