-45.8%
NFLX vs MOD
-30.7%
-15.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.9% |
| 7D | -4.4% | +16.1% | -20.5% | -2.7% |
| 30D | -11.0% | -38.5% | +27.5% | -14.9% |
| 3M | -15.5% | -46.8% | +31.3% | -20.2% |
| 6M | -28.5% | -61.6% | +33.1% | -33.9% |
| YTD | -33.1% | -20.5% | -12.6% | -35.3% |
| 1Y | -45.8% | -28.0% | -17.8% | -48.2% |
| All | -45.8% | -30.7% | -15.2% | -48.2% |
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