-36.8%
NFLX vs MTZ
+22.0%
-58.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | -0.3% |
| 7D | -8.1% | 0.0% | -8.0% | -8.0% |
| 30D | +1.6% | -14.8% | +16.5% | +0.7% |
| 3M | -7.3% | -30.8% | +23.5% | -9.5% |
| 6M | -21.6% | -22.6% | +1.0% | -25.1% |
| YTD | -18.9% | +6.8% | -25.8% | -23.8% |
| All | -36.8% | +22.0% | -58.8% | -40.6% |
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