+54,696.4%
NFLX vs MOD
+313.6%
+54,382.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.3% | +6.0% | -0.1% |
| 7D | +5.7% | -34.2% | +39.8% | +12.1% |
| 30D | -4.6% | -51.9% | +47.3% | +6.1% |
| 3M | -11.6% | -53.0% | +41.4% | -1.9% |
| 6M | -25.4% | -66.4% | +40.9% | -14.3% |
| YTD | -30.1% | -31.5% | +1.5% | -30.3% |
| 1Y | -40.3% | -39.6% | -0.8% | -39.8% |
| 3Y | +51.6% | +116.8% | -65.2% | +13.5% |
| 5Y | +1.5% | +713.8% | -712.3% | -42.7% |
| 10Y | +437.2% | +882.7% | -445.4% | +148.8% |
| All | +54,696.4% | +313.6% | +54,382.7% | +19,471.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling