+73.8%
NFLX vs MXL
+222.8%
-149.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.5% | -5.7% | +1.7% |
| 7D | -1.1% | +18.9% | -19.9% | -1.4% |
| 30D | +4.3% | +0.3% | +4.0% | +4.2% |
| 3M | -4.8% | -8.0% | +3.3% | -5.5% |
| 6M | -18.4% | +341.2% | -359.7% | -27.6% |
| YTD | -17.4% | +327.8% | -345.3% | -26.8% |
| 1Y | -35.7% | +364.9% | -400.6% | -43.8% |
| 3Y | +73.8% | +229.2% | -155.4% | +36.0% |
| All | +73.8% | +222.8% | -149.0% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling