+513.9%
MCK vs ROKU
+880.6%
-366.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | +0.1% |
| 7D | -2.9% | -0.4% | -2.5% | -2.9% |
| 30D | +0.4% | +2.1% | -1.6% | +0.4% |
| 3M | +12.1% | +29.5% | -17.4% | +11.6% |
| 6M | -5.4% | +53.8% | -59.2% | -6.2% |
| YTD | +7.8% | +42.8% | -35.0% | +7.0% |
| 1Y | +22.9% | +60.7% | -37.8% | +21.7% |
| 3Y | +110.7% | +83.9% | +26.8% | +106.3% |
| 5Y | +346.2% | -52.8% | +399.0% | +356.8% |
| All | +513.9% | +880.6% | -366.7% | +444.3% |
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