-2.7%
NFLX vs MOD
+748.9%
-751.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.7% | -9.0% | -3.8% |
| 7D | +2.1% | -25.5% | +27.7% | +4.6% |
| 30D | -9.0% | -49.0% | +40.0% | -3.3% |
| 3M | -14.0% | -49.8% | +35.9% | -8.7% |
| 6M | -28.2% | -64.8% | +36.6% | -21.7% |
| YTD | -32.4% | -27.6% | -4.7% | -34.9% |
| 1Y | -42.2% | -35.2% | -7.0% | -43.9% |
| 3Y | +45.9% | +137.1% | -91.3% | -1.1% |
| All | -2.7% | +748.9% | -751.6% | -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