-8.5%
NFLX vs MO
+156.3%
-164.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -2.0% | +3.3% | -5.3% | -2.3% |
| 30D | -11.9% | +7.5% | -19.5% | -12.5% |
| 3M | -20.6% | +22.8% | -43.3% | -21.9% |
| 6M | -29.0% | +13.4% | -42.4% | -29.9% |
| YTD | -33.7% | +43.0% | -76.7% | -35.7% |
| 1Y | -46.2% | +45.2% | -91.4% | -47.8% |
| 3Y | +39.8% | +145.5% | -105.8% | +27.7% |
| All | -8.5% | +156.3% | -164.8% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling