-37.8%
NFLX vs MOD
+45.0%
-82.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.3% | -9.6% | -4.9% |
| 7D | -4.2% | +9.6% | -13.8% | -3.3% |
| 30D | +5.5% | 0.0% | +5.4% | +5.6% |
| 3M | -4.1% | -35.4% | +31.3% | -6.5% |
| 6M | -20.7% | -7.3% | -13.4% | -21.6% |
| YTD | -16.5% | +45.8% | -62.3% | -16.0% |
| 1Y | -37.8% | +43.1% | -80.9% | -36.6% |
| All | -37.8% | +45.0% | -82.8% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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