+7,325.6%
NFLX vs MXL
+270.5%
+7,055.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.0% | -7.9% | -2.7% |
| 7D | -5.0% | +15.5% | -20.5% | -7.0% |
| 30D | +3.5% | -11.3% | +14.9% | +4.5% |
| 3M | -7.1% | -16.1% | +9.0% | -8.9% |
| 6M | -22.5% | +323.0% | -345.5% | -47.0% |
| YTD | -18.1% | +281.5% | -299.6% | -43.4% |
| 1Y | -38.3% | +319.3% | -357.6% | -58.7% |
| 3Y | +73.4% | +189.4% | -116.0% | +11.4% |
| 5Y | +26.7% | +26.0% | +0.7% | -5.8% |
| 10Y | +670.3% | +243.5% | +426.8% | +325.5% |
| All | +7,325.6% | +270.5% | +7,055.1% | +3,606.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling