+77.9%
MNST vs ROKU
-54.3%
+132.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -3.6% | -3.0% | -0.5% | -3.3% |
| 30D | -6.3% | +0.7% | -7.0% | -6.3% |
| 3M | -5.0% | +26.5% | -31.4% | -6.8% |
| 6M | +13.1% | +52.6% | -39.5% | +9.2% |
| YTD | +11.8% | +40.9% | -29.2% | +8.3% |
| 1Y | +35.2% | +57.6% | -22.4% | +29.7% |
| 3Y | +52.0% | +83.2% | -31.2% | +39.5% |
| 5Y | +77.9% | -54.8% | +132.7% | +74.5% |
| All | +77.9% | -54.3% | +132.2% | +74.5% |
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 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