-39.3%
NFLX vs MXL
+276.5%
-315.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -11.1% | +15.8% | +4.0% |
| 7D | +7.1% | -24.3% | +31.4% | +5.5% |
| 30D | -1.6% | -46.1% | +44.5% | -4.6% |
| 3M | -9.8% | -21.8% | +12.1% | -10.2% |
| 6M | -27.1% | -27.2% | +0.2% | -27.4% |
| YTD | -29.2% | +226.2% | -255.4% | -21.3% |
| 1Y | -39.3% | +297.0% | -336.3% | -32.1% |
| All | -39.3% | +276.5% | -315.7% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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