+29.8%
MMM vs ROKU
+884.7%
-855.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.3% |
| 7D | -3.3% | -1.3% | -2.0% | -3.2% |
| 30D | -7.0% | +5.9% | -12.9% | -7.4% |
| 3M | +10.8% | +23.9% | -13.1% | +9.0% |
| 6M | +5.8% | +59.6% | -53.8% | +2.1% |
| YTD | +6.8% | +43.4% | -36.6% | +3.7% |
| 1Y | +10.4% | +60.2% | -49.8% | +6.3% |
| 3Y | +104.7% | +90.4% | +14.3% | +91.0% |
| 5Y | +23.6% | -54.5% | +78.1% | +17.3% |
| All | +29.8% | +884.7% | -855.0% | +12.5% |
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