+154.3%
MP vs ROKU
+83.8%
+70.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.9% |
| 7D | -2.9% | -1.3% | -1.5% | -2.5% |
| 30D | +13.8% | +5.9% | +7.9% | +12.1% |
| 3M | -16.7% | +23.9% | -40.6% | -21.7% |
| 6M | -11.5% | +59.6% | -71.1% | -22.2% |
| YTD | +7.9% | +43.4% | -35.5% | -2.9% |
| 1Y | -15.0% | +60.2% | -75.2% | -26.2% |
| All | +154.3% | +83.8% | +70.5% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling