+49.4%
MDT vs ROKU
+867.7%
-818.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.4% |
| 7D | -0.3% | -3.0% | +2.7% | -0.1% |
| 30D | +2.8% | +0.7% | +2.1% | +2.7% |
| 3M | +13.1% | +26.5% | -13.4% | +11.2% |
| 6M | +2.3% | +52.6% | -50.3% | -0.8% |
| YTD | -2.7% | +40.9% | -43.6% | -5.3% |
| 1Y | +0.9% | +57.6% | -56.8% | -2.8% |
| 3Y | +26.8% | +83.2% | -56.4% | +18.1% |
| 5Y | -19.5% | -54.8% | +35.4% | -21.8% |
| All | +49.4% | +867.7% | -818.3% | +18.5% |
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