-20.7%
MDLN vs ROKU
+39.2%
-59.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -11.1% | -0.4% | -10.7% | -11.1% |
| 30D | -8.4% | +2.1% | -10.4% | -8.3% |
| 3M | -12.4% | +29.5% | -41.9% | -11.2% |
| 6M | -23.3% | +53.8% | -77.1% | -23.2% |
| YTD | -22.5% | +42.8% | -65.4% | -25.7% |
| All | -20.7% | +39.2% | -59.8% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling