+27.0%
NFLX vs MXL
+29.7%
-2.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.3% |
| 7D | -8.1% | +16.6% | -24.7% | -9.5% |
| 30D | +1.6% | +0.5% | +1.2% | +1.1% |
| 3M | -7.3% | -3.6% | -3.7% | -10.2% |
| 6M | -21.6% | +328.0% | -349.6% | -43.7% |
| YTD | -18.9% | +297.8% | -316.8% | -41.5% |
| 1Y | -39.1% | +339.4% | -378.5% | -57.6% |
| 3Y | +71.7% | +201.7% | -130.1% | +14.2% |
| 5Y | +27.0% | +32.8% | -5.8% | +12.2% |
| All | +27.0% | +29.7% | -2.8% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling