+1,065.8%
MDB vs ROKU
+615.2%
+450.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.0% |
| 7D | -2.8% | -2.6% | -0.1% | -1.8% |
| 30D | -14.9% | +2.1% | -17.0% | -15.6% |
| 3M | +7.3% | +31.8% | -24.4% | -3.7% |
| 6M | +38.2% | +53.3% | -15.1% | +17.1% |
| YTD | -10.9% | +42.1% | -53.0% | -22.2% |
| 1Y | +11.6% | +62.3% | -50.7% | -7.2% |
| 3Y | -0.9% | +84.6% | -85.5% | -27.4% |
| 5Y | -23.5% | -53.1% | +29.5% | -23.5% |
| All | +1,065.8% | +615.2% | +450.6% | +596.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling