-37.8%
NFLX vs MCO
+0.4%
-38.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.1% | -3.2% | -4.7% |
| 7D | -4.2% | -4.2% | -0.1% | -3.0% |
| 30D | +5.5% | +2.2% | +3.3% | +4.9% |
| 3M | -4.1% | +10.1% | -14.2% | -6.4% |
| 6M | -20.7% | +5.3% | -25.9% | -21.9% |
| YTD | -16.5% | -2.7% | -13.8% | -16.7% |
| 1Y | -37.8% | -0.4% | -37.4% | -38.7% |
| All | -37.8% | +0.4% | -38.1% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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