+423.4%
NFLX vs MOD
+1,005.7%
-582.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.9% | -9.0% | -0.1% |
| 7D | +2.6% | -13.9% | +16.5% | +3.6% |
| 30D | -9.0% | -41.5% | +32.5% | -4.8% |
| 3M | -13.7% | -45.7% | +32.0% | -9.3% |
| 6M | -26.9% | -61.1% | +34.2% | -21.4% |
| YTD | -31.8% | -20.5% | -11.3% | -33.7% |
| 1Y | -42.1% | -32.1% | -9.9% | -42.9% |
| 3Y | +47.0% | +146.5% | -99.5% | +16.3% |
| 5Y | -2.5% | +812.7% | -815.2% | -36.6% |
| 10Y | +423.4% | +966.8% | -543.5% | +230.9% |
| All | +423.4% | +1,005.7% | -582.4% | +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