+29.0%
NFLX vs MCO
+26.6%
+2.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.9% |
| 7D | -8.1% | -7.3% | -0.7% | -3.8% |
| 30D | +1.6% | -1.7% | +3.3% | +2.7% |
| 3M | -7.3% | +3.9% | -11.2% | -9.6% |
| 6M | -21.6% | +3.8% | -25.4% | -24.0% |
| YTD | -18.9% | -7.9% | -11.0% | -16.1% |
| 1Y | -39.1% | -6.8% | -32.2% | -37.7% |
| 3Y | +71.7% | +40.9% | +30.7% | +24.2% |
| All | +29.0% | +26.6% | +2.4% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling