+99.2%
MCD vs ROKU
+867.7%
-768.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | -2.9% | -3.0% | +0.2% | -2.7% |
| 30D | -6.7% | +0.7% | -7.4% | -6.8% |
| 3M | -9.6% | +26.5% | -36.0% | -10.5% |
| 6M | -22.3% | +52.6% | -74.9% | -23.7% |
| YTD | -15.4% | +40.9% | -56.4% | -16.8% |
| 1Y | -16.8% | +57.6% | -74.5% | -18.6% |
| 3Y | -2.4% | +83.2% | -85.6% | -6.6% |
| 5Y | +19.4% | -54.8% | +74.2% | +18.9% |
| All | +99.2% | +867.7% | -768.6% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 10y: compounded portfolio wealth divided by compounded ROKU 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…
10y analysis · Full analysis span regression · 6 months rolling