-1.5%
MCD vs ROKU
+86.5%
-88.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -6.1% | +1.5% | -7.6% | -6.2% |
| 3M | -7.3% | +25.7% | -33.0% | -7.6% |
| 6M | -20.9% | +54.5% | -75.4% | -21.6% |
| YTD | -14.7% | +43.2% | -57.8% | -15.2% |
| 1Y | -16.1% | +56.3% | -72.4% | -16.8% |
| 3Y | -1.5% | +86.1% | -87.6% | -8.1% |
| All | -1.5% | +86.5% | -88.0% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling