-39.1%
NFLX vs MULL
+2,040.8%
-2,079.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.3% | +9.3% | -0.3% |
| 7D | -8.1% | +3.6% | -11.7% | -7.9% |
| 30D | +1.6% | +22.0% | -20.4% | +2.4% |
| 3M | -7.3% | -8.6% | +1.3% | -6.7% |
| 6M | -21.6% | +248.5% | -270.1% | -18.3% |
| YTD | -18.9% | +516.3% | -535.2% | -13.9% |
| 1Y | -39.1% | +2,036.6% | -2,075.7% | -28.2% |
| All | -39.1% | +2,040.8% | -2,079.8% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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