+65,302.9%
NFLX vs MOD
+796.8%
+64,506.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.3% | -9.6% | -6.0% |
| 7D | -4.2% | +9.6% | -13.8% | -5.7% |
| 30D | +5.5% | 0.0% | +5.4% | +5.1% |
| 3M | -4.1% | -35.4% | +31.3% | +1.4% |
| 6M | -20.7% | -7.3% | -13.4% | -22.4% |
| YTD | -16.5% | +45.8% | -62.3% | -25.3% |
| 1Y | -37.8% | +43.1% | -80.9% | -44.9% |
| 3Y | +77.9% | +297.7% | -219.8% | +22.4% |
| 5Y | +32.5% | +1,478.8% | -1,446.2% | -32.0% |
| 10Y | +703.6% | +1,633.4% | -929.8% | +246.3% |
| All | +65,302.9% | +796.8% | +64,506.1% | +20,756.2% |
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