+94.1%
MCHP vs ROKU
+867.7%
-773.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | +0.3% | -3.0% | +3.4% | +1.0% |
| 30D | -9.8% | +0.7% | -10.5% | -9.9% |
| 3M | -19.7% | +26.5% | -46.2% | -23.6% |
| 6M | +13.6% | +52.6% | -39.1% | +3.9% |
| YTD | +16.5% | +40.9% | -24.4% | +7.8% |
| 1Y | +15.7% | +57.6% | -42.0% | +4.4% |
| 3Y | 0.0% | +83.2% | -83.2% | -16.1% |
| 5Y | +4.4% | -54.8% | +59.2% | -0.5% |
| All | +94.1% | +867.7% | -773.7% | +47.7% |
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