-21.2%
NFLX vs MULL
+1,351.1%
-1,372.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +24.0% | -22.0% | +1.9% |
| 7D | -2.8% | -2.5% | -0.2% | -2.8% |
| 30D | -8.6% | -40.1% | +31.5% | -8.5% |
| 3M | -13.7% | -28.2% | +14.5% | -13.8% |
| 6M | -24.5% | -39.6% | +15.1% | -25.8% |
| YTD | -31.2% | +262.6% | -293.8% | -38.8% |
| 1Y | -43.2% | +366.2% | -409.4% | -50.8% |
| All | -21.2% | +1,351.1% | -1,372.4% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling