-2.2%
NFLX vs MOD
+796.3%
-798.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.8% |
| 7D | -0.3% | -17.8% | +17.6% | +1.2% |
| 30D | -10.0% | -43.2% | +33.2% | -5.4% |
| 3M | -17.1% | -46.0% | +29.0% | -12.7% |
| 6M | -27.7% | -62.2% | +34.6% | -21.8% |
| YTD | -32.5% | -22.8% | -9.7% | -35.5% |
| 1Y | -43.5% | -35.5% | -8.0% | -44.8% |
| 3Y | +41.4% | +128.2% | -86.8% | -2.3% |
| 5Y | -2.2% | +791.6% | -793.8% | -57.3% |
| All | -2.2% | +796.3% | -798.5% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling