+842.0%
MPC vs ROKU
+867.7%
-25.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | +3.2% | -3.0% | +6.3% | +3.4% |
| 30D | +25.0% | +0.7% | +24.3% | +25.0% |
| 3M | +55.2% | +26.5% | +28.7% | +52.2% |
| 6M | +86.4% | +52.6% | +33.8% | +79.8% |
| YTD | +148.5% | +40.9% | +107.5% | +140.8% |
| 1Y | +121.7% | +57.6% | +64.1% | +112.8% |
| 3Y | +172.9% | +83.2% | +89.7% | +152.9% |
| 5Y | +679.9% | -54.8% | +734.7% | +664.0% |
| All | +842.0% | +867.7% | -25.7% | +698.3% |
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