+448.2%
NFLX vs MOD
+1,079.7%
-631.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +27.9% | -28.7% | -3.5% |
| 7D | -2.0% | +40.4% | -42.4% | -5.4% |
| 30D | -11.9% | -14.0% | +2.1% | -11.4% |
| 3M | -20.6% | -33.3% | +12.8% | -18.3% |
| 6M | -29.0% | -51.4% | +22.4% | -25.4% |
| YTD | -33.7% | +1.6% | -35.3% | -37.2% |
| 1Y | -46.2% | +5.4% | -51.5% | -49.5% |
| 3Y | +39.8% | +191.0% | -151.2% | +8.5% |
| 5Y | -9.0% | +1,093.1% | -1,102.1% | -42.8% |
| All | +448.2% | +1,079.7% | -631.5% | +230.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling