+47.9%
MDT vs ROKU
+880.6%
-832.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -3.4% | -0.4% | -3.0% | -3.4% |
| 30D | +0.2% | +2.1% | -1.8% | +0.1% |
| 3M | +14.3% | +29.5% | -15.2% | +12.1% |
| 6M | +4.0% | +53.8% | -49.8% | +0.7% |
| YTD | -3.7% | +42.8% | -46.5% | -6.4% |
| 1Y | -0.4% | +60.7% | -61.1% | -4.1% |
| 3Y | +23.3% | +83.9% | -60.6% | +14.8% |
| 5Y | -18.9% | -52.8% | +33.9% | -21.5% |
| All | +47.9% | +880.6% | -832.7% | +17.2% |
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