Netflix (NFLX) had the highest return in October 2016 by a mega-cap US stock, returning 27.4%.

ASSET	MONTH	% RETURN
Netflix (NFLX)	October 2016	27.42%
Goldman Sachs (GS)	October 2016	11.05%
Bank of America (BAC)	October 2016	5.84%
Mastercard (MA)	October 2016	5.75%
Morgan Stanley (MS)	October 2016	5.47%
JPMorgan Chase (JPM)	October 2016	5.14%
American Express (AXP)	October 2016	4.58%
Citigroup (C)	October 2016	4.53%
Microsoft (MSFT)	October 2016	4.38%
Wells Fargo (WFC)	October 2016	4.28%
Advanced Micro Devices (AMD)	October 2016	4.03%
NVIDIA (NVDA)	October 2016	3.85%
Toronto Dominion Bank (TD)	October 2016	3.09%
Dell Technologies (DELL)	October 2016	3.07%
Mitsubishi UFJ Financial Group Inc ADR (MUFG)	October 2016	3%
Lam Research (LRCX)	October 2016	2.88%
Chevron (CVX)	October 2016	2.15%
Facebook (META)	October 2016	2.03%
Royal Bank of Canada (RY)	October 2016	1.84%
Taiwan Semiconductor Manufacturing (TSM)	October 2016	1.5%
UnitedHealth (UNH)	October 2016	1.42%
Alphabet Inc Class C (GOOG)	October 2016	1.33%
HSBC Holdings PLC ADR (HSBC)	October 2016	1.24%
Texas Instruments (TXN)	October 2016	1.1%
Toyota Motor Corporation ADR (TM)	October 2016	1.02%

Mega-cap stocks are treated as having a market cap of $200B+.