+39.8%
NFLX vs MTZ
+271.0%
-231.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -2.0% | +5.0% | -7.0% | -2.4% |
| 30D | -11.9% | -6.0% | -5.9% | -11.7% |
| 3M | -20.6% | -36.1% | +15.6% | -17.0% |
| 6M | -29.0% | -56.9% | +27.9% | -22.3% |
| YTD | -33.7% | -15.9% | -17.8% | -37.5% |
| 1Y | -46.2% | -3.8% | -42.3% | -50.9% |
| 3Y | +39.8% | +272.3% | -232.5% | -0.1% |
| All | +39.8% | +271.0% | -231.2% | -0.1% |
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