-24.5%
MDB vs ROKU
-54.3%
+29.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.2% | +1.4% |
| 7D | -4.5% | -3.0% | -1.5% | -3.2% |
| 30D | -14.0% | +0.7% | -14.7% | -14.4% |
| 3M | +5.3% | +26.5% | -21.1% | -6.5% |
| 6M | +31.9% | +52.6% | -20.8% | +7.1% |
| YTD | -14.6% | +40.9% | -55.5% | -28.0% |
| 1Y | +8.2% | +57.6% | -49.4% | -13.5% |
| 3Y | -5.0% | +83.2% | -88.2% | -36.6% |
| 5Y | -24.5% | -54.8% | +30.3% | -26.4% |
| All | -24.5% | -54.3% | +29.8% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling