+63,447.4%
NFLX vs MCO
+2,371.1%
+61,076.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.4% |
| 7D | -8.1% | -3.1% | -4.9% | -6.9% |
| 30D | -0.3% | -0.5% | +0.2% | -0.1% |
| 3M | -6.6% | +5.7% | -12.3% | -8.7% |
| 6M | -22.7% | +3.0% | -25.7% | -23.9% |
| YTD | -18.9% | -6.5% | -12.4% | -17.5% |
| 1Y | -39.8% | -5.8% | -34.1% | -39.1% |
| 3Y | +71.7% | +43.1% | +28.6% | +44.9% |
| 5Y | +27.2% | +29.5% | -2.2% | +12.1% |
| 10Y | +687.9% | +388.8% | +299.0% | +320.5% |
| All | +63,447.4% | +2,371.1% | +61,076.2% | +16,413.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling