+117.2%
MPC vs ROKU
+53.8%
+63.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.5% | -9.6% | -8.1% |
| 7D | -10.9% | +4.8% | -15.7% | -10.8% |
| 30D | -9.4% | +6.1% | -15.5% | -9.3% |
| 3M | +26.0% | +10.5% | +15.5% | +26.0% |
| 6M | +56.5% | +29.2% | +27.4% | +56.5% |
| YTD | +144.3% | +50.0% | +94.2% | +141.9% |
| 1Y | +117.2% | +53.4% | +63.8% | +116.5% |
| All | +117.2% | +53.8% | +63.4% | +116.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling