+254.1%
MP vs ROKU
+24.0%
+230.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.9% | +4.9% |
| 7D | -10.5% | +3.5% | -14.0% | -11.4% |
| 30D | -23.5% | +5.1% | -28.6% | -24.7% |
| 3M | -25.4% | +7.0% | -32.4% | -26.9% |
| 6M | -51.3% | +25.4% | -76.7% | -54.7% |
| YTD | -29.9% | +48.0% | -77.9% | -38.1% |
| 1Y | -31.8% | +53.1% | -85.0% | -40.5% |
| 3Y | +127.0% | +92.7% | +34.3% | +71.1% |
| 5Y | -3.3% | -42.4% | +39.1% | -12.0% |
| All | +254.1% | +24.0% | +230.1% | +238.8% |
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 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