-39.3%
NFLX vs MO
+45.9%
-85.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.4% | +3.3% | +4.5% |
| 7D | +7.1% | +6.9% | +0.2% | +6.1% |
| 30D | -1.6% | +14.9% | -16.6% | -3.3% |
| 3M | -9.8% | +16.4% | -26.2% | -11.6% |
| 6M | -27.1% | +9.6% | -36.6% | -28.3% |
| YTD | -29.2% | +41.8% | -71.0% | -31.2% |
| 1Y | -39.3% | +45.3% | -84.6% | -41.4% |
| All | -39.3% | +45.9% | -85.1% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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