+18.1%
MCHP vs ROKU
+57.7%
-39.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +1.8% |
| 7D | +1.7% | -1.3% | +3.0% | +2.0% |
| 30D | -4.1% | +5.9% | -10.0% | -5.3% |
| 3M | -22.5% | +23.9% | -46.4% | -26.4% |
| 6M | +7.3% | +59.6% | -52.3% | -4.8% |
| YTD | +18.4% | +43.4% | -25.0% | +8.1% |
| 1Y | +18.1% | +60.2% | -42.0% | +3.8% |
| All | +18.1% | +57.7% | -39.6% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling