+409.0%
NFLX vs MOD
+911.6%
-502.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.7% | -9.0% | -3.8% |
| 7D | +2.1% | -25.5% | +27.7% | +4.6% |
| 30D | -9.0% | -49.0% | +40.0% | -3.5% |
| 3M | -14.0% | -49.8% | +35.9% | -8.9% |
| 6M | -28.2% | -64.8% | +36.6% | -22.0% |
| YTD | -32.4% | -27.6% | -4.7% | -33.6% |
| 1Y | -42.2% | -35.2% | -7.0% | -42.8% |
| 3Y | +45.9% | +137.1% | -91.3% | +15.7% |
| 5Y | -1.8% | +760.3% | -762.1% | -35.7% |
| All | +409.0% | +911.6% | -502.6% | +226.9% |
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