+64,065.9%
NFLX vs MTZ
+2,894.9%
+61,171.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.8% | -5.7% | -2.5% |
| 7D | -5.0% | +3.6% | -8.5% | -5.6% |
| 30D | +3.5% | -9.6% | +13.2% | +4.9% |
| 3M | -7.1% | -31.9% | +24.8% | -2.8% |
| 6M | -22.5% | -13.8% | -8.7% | -22.4% |
| YTD | -18.1% | +13.3% | -31.4% | -21.9% |
| 1Y | -38.3% | +39.3% | -77.6% | -43.4% |
| 3Y | +73.4% | +168.3% | -95.0% | +39.4% |
| 5Y | +26.7% | +166.4% | -139.7% | +0.3% |
| 10Y | +670.3% | +739.9% | -69.6% | +373.7% |
| All | +64,065.9% | +2,894.9% | +61,171.0% | +18,014.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling