+90.9%
MDLZ vs ROKU
+880.6%
-789.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | +1.9% | -0.4% | +2.3% | +1.9% |
| 30D | +0.4% | +2.1% | -1.7% | +0.3% |
| 3M | -0.6% | +29.5% | -30.1% | -1.7% |
| 6M | +14.7% | +53.8% | -39.1% | +12.6% |
| YTD | +18.0% | +42.8% | -24.8% | +16.0% |
| 1Y | +4.1% | +60.7% | -56.6% | +1.8% |
| 3Y | -4.6% | +83.9% | -88.5% | -8.7% |
| 5Y | +18.4% | -52.8% | +71.2% | +16.7% |
| All | +90.9% | +880.6% | -789.7% | +70.9% |
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