-8.5%
NFLX vs MOD
+1,086.9%
-1,095.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +27.9% | -28.7% | -3.4% |
| 7D | -2.0% | +40.4% | -42.4% | -5.3% |
| 30D | -11.9% | -14.0% | +2.1% | -11.2% |
| 3M | -20.6% | -33.3% | +12.8% | -18.1% |
| 6M | -29.0% | -51.4% | +22.4% | -25.0% |
| YTD | -33.7% | +1.6% | -35.3% | -38.4% |
| 1Y | -46.2% | +5.4% | -51.5% | -50.7% |
| 3Y | +39.8% | +191.0% | -151.2% | -5.6% |
| All | -8.5% | +1,086.9% | -1,095.4% | -61.3% |
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