+20.4%
MDLZ vs ROKU
-41.1%
+61.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +1.7% | +3.5% | -1.8% | +1.6% |
| 30D | +11.2% | +5.1% | +6.1% | +11.0% |
| 3M | +6.1% | +7.0% | -0.8% | +5.9% |
| 6M | +8.6% | +25.4% | -16.9% | +7.7% |
| YTD | +25.8% | +48.0% | -22.1% | +24.1% |
| 1Y | +21.7% | +53.1% | -31.5% | +19.8% |
| 3Y | +5.8% | +92.7% | -86.9% | +2.1% |
| All | +20.4% | -41.1% | +61.5% | +10.3% |
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