+3.8%
MDLZ vs ROKU
+58.7%
-54.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | +1.7% | -2.6% | +4.3% | +1.7% |
| 30D | +1.1% | +2.1% | -1.0% | +1.1% |
| 3M | -1.8% | +31.8% | -33.6% | -2.2% |
| 6M | +12.3% | +53.3% | -41.0% | +11.0% |
| YTD | +18.0% | +42.1% | -24.0% | +16.7% |
| 1Y | +3.8% | +62.3% | -58.5% | +1.9% |
| All | +3.8% | +58.7% | -54.9% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling