+100.9%
MCD vs ROKU
+884.7%
-783.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.4% |
| 7D | -2.8% | -1.3% | -1.5% | -2.8% |
| 30D | -6.0% | +5.9% | -11.9% | -6.2% |
| 3M | -5.6% | +23.9% | -29.5% | -6.4% |
| 6M | -21.9% | +59.6% | -81.4% | -23.4% |
| YTD | -14.7% | +43.4% | -58.1% | -16.1% |
| 1Y | -17.3% | +60.2% | -77.4% | -19.1% |
| 3Y | -2.2% | +90.4% | -92.5% | -6.6% |
| 5Y | +20.3% | -54.5% | +74.8% | +19.8% |
| All | +100.9% | +884.7% | -783.8% | +85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling