+27.0%
NFLX vs MO
+96.6%
-69.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -8.1% | -2.4% | -5.7% | -7.9% |
| 30D | -0.3% | +3.6% | -3.9% | -0.5% |
| 3M | -6.6% | -3.7% | -2.9% | -6.5% |
| 6M | -22.7% | +4.5% | -27.2% | -22.9% |
| YTD | -18.9% | +21.5% | -40.4% | -19.9% |
| 1Y | -39.8% | +9.5% | -49.3% | -40.2% |
| 3Y | +71.7% | +93.6% | -21.9% | +63.3% |
| All | +27.0% | +96.6% | -69.6% | +21.3% |
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