+120.9%
MPC vs ROKU
+57.7%
+63.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.4% |
| 7D | +5.4% | -1.3% | +6.8% | +5.5% |
| 30D | +31.0% | +5.9% | +25.1% | +30.7% |
| 3M | +46.0% | +23.9% | +22.1% | +44.9% |
| 6M | +77.3% | +59.6% | +17.7% | +71.9% |
| YTD | +141.9% | +43.4% | +98.5% | +137.2% |
| 1Y | +120.9% | +60.2% | +60.8% | +112.5% |
| All | +120.9% | +57.7% | +63.2% | +112.5% |
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