+453.7%
MP vs ROKU
+20.0%
+433.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +3.0% | -0.1% | +3.2% | +3.1% |
| 30D | +8.3% | +1.5% | +6.9% | +7.9% |
| 3M | -3.8% | +25.7% | -29.5% | -10.6% |
| 6M | -4.9% | +54.5% | -59.4% | -16.6% |
| YTD | +9.6% | +43.2% | -33.6% | -2.2% |
| 1Y | -11.7% | +56.3% | -68.0% | -23.8% |
| 3Y | +158.5% | +86.1% | +72.4% | +94.4% |
| 5Y | +68.9% | -53.6% | +122.5% | +62.2% |
| All | +453.7% | +20.0% | +433.7% | +435.0% |
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