+47.0%
NFLX vs MOD
+148.6%
-101.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.9% | -9.0% | +0.6% |
| 7D | +2.6% | -13.9% | +16.5% | +2.9% |
| 30D | -9.0% | -41.5% | +32.5% | -7.4% |
| 3M | -13.7% | -45.7% | +32.0% | -12.1% |
| 6M | -26.9% | -61.1% | +34.2% | -24.6% |
| YTD | -31.8% | -20.5% | -11.3% | -34.9% |
| 1Y | -42.1% | -32.1% | -9.9% | -44.0% |
| 3Y | +47.0% | +146.5% | -99.5% | +26.6% |
| All | +47.0% | +148.6% | -101.6% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling