+43.9%
MMM vs ROKU
-41.8%
+85.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +6.2% | +3.5% | +2.7% | +5.8% |
| 30D | +14.2% | +5.1% | +9.1% | +13.6% |
| 3M | +2.9% | +7.0% | -4.1% | +2.1% |
| 6M | +27.6% | +25.4% | +2.1% | +23.8% |
| YTD | +17.3% | +48.0% | -30.7% | +11.2% |
| 1Y | +15.1% | +53.1% | -38.1% | +8.5% |
| 3Y | +157.1% | +92.7% | +64.4% | +128.2% |
| All | +43.9% | -41.8% | +85.8% | +23.8% |
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