-7.2%
NFLX vs MULL
+2,620.5%
-2,627.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.4% | -6.4% | -1.0% |
| 7D | -8.1% | +14.8% | -22.9% | -8.2% |
| 30D | -0.3% | +36.6% | -36.9% | -0.7% |
| 3M | -6.6% | -8.9% | +2.3% | -7.4% |
| 6M | -22.7% | +311.9% | -334.6% | -28.7% |
| YTD | -18.9% | +579.8% | -598.8% | -28.1% |
| 1Y | -39.8% | +2,421.5% | -2,461.4% | -53.1% |
| All | -7.2% | +2,620.5% | -2,627.7% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling