+27.0%
NFLX vs MTZ
+156.0%
-129.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.5% |
| 7D | -8.1% | 0.0% | -8.0% | -8.1% |
| 30D | +1.6% | -14.8% | +16.5% | +4.0% |
| 3M | -7.3% | -30.8% | +23.5% | -3.2% |
| 6M | -21.6% | -22.6% | +1.0% | -21.0% |
| YTD | -18.9% | +6.8% | -25.8% | -24.4% |
| 1Y | -39.1% | +22.1% | -61.2% | -45.3% |
| 3Y | +71.7% | +153.1% | -81.4% | +27.5% |
| 5Y | +27.0% | +161.4% | -134.5% | -10.4% |
| All | +27.0% | +156.0% | -129.0% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling