+70.7%
NFLX vs MTZ
+160.8%
-90.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.7% |
| 7D | -8.1% | +2.3% | -10.4% | -8.3% |
| 30D | -0.3% | -10.3% | +9.9% | +0.5% |
| 3M | -6.6% | -31.8% | +25.2% | -3.9% |
| 6M | -22.7% | -19.2% | -3.5% | -23.3% |
| YTD | -18.9% | +10.7% | -29.6% | -24.1% |
| 1Y | -39.8% | +37.5% | -77.4% | -46.3% |
| All | +70.7% | +160.8% | -90.0% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling