+65,302.9%
NFLX vs MO
+2,164.9%
+63,138.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.5% | -5.1% |
| 7D | -4.2% | +0.3% | -4.6% | -4.3% |
| 30D | +5.5% | +0.6% | +4.8% | +5.2% |
| 3M | -4.1% | -1.0% | -3.1% | -4.1% |
| 6M | -20.7% | +4.3% | -25.0% | -22.2% |
| YTD | -16.5% | +23.3% | -39.8% | -22.4% |
| 1Y | -37.8% | +10.5% | -48.2% | -40.3% |
| 3Y | +77.9% | +96.3% | -18.4% | +40.5% |
| 5Y | +32.5% | +98.9% | -66.4% | +2.3% |
| 10Y | +703.6% | +103.6% | +600.0% | +484.7% |
| All | +65,302.9% | +2,164.9% | +63,138.0% | +17,433.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling