+175.1%
MPC vs ROKU
+80.8%
+94.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | +3.2% | -3.0% | +6.3% | +3.5% |
| 30D | +25.0% | +0.7% | +24.3% | +24.9% |
| 3M | +55.2% | +26.5% | +28.7% | +51.3% |
| 6M | +86.4% | +52.6% | +33.8% | +77.5% |
| YTD | +148.5% | +40.9% | +107.5% | +138.2% |
| 1Y | +121.7% | +57.6% | +64.1% | +109.4% |
| All | +175.1% | +80.8% | +94.3% | +135.7% |
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