+87.3%
MDLZ vs ROKU
+884.7%
-797.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | -1.7% | -1.3% | -0.4% | -1.7% |
| 30D | -2.1% | +5.9% | -8.0% | -2.3% |
| 3M | +1.3% | +23.9% | -22.6% | +0.4% |
| 6M | +6.2% | +59.6% | -53.4% | +4.1% |
| YTD | +15.8% | +43.4% | -27.6% | +13.8% |
| 1Y | +4.1% | +60.2% | -56.0% | +1.8% |
| 3Y | -4.1% | +90.4% | -94.5% | -8.4% |
| 5Y | +13.4% | -54.5% | +67.9% | +12.0% |
| All | +87.3% | +884.7% | -797.4% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling