+678.6%
MPC vs ROKU
-54.7%
+733.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.4% | +2.3% |
| 7D | +3.9% | -0.1% | +4.0% | +3.9% |
| 30D | +33.8% | +1.5% | +32.3% | +33.6% |
| 3M | +49.9% | +25.7% | +24.1% | +47.0% |
| 6M | +80.9% | +54.5% | +26.5% | +74.0% |
| YTD | +147.4% | +43.2% | +104.2% | +139.1% |
| 1Y | +123.2% | +56.3% | +66.9% | +113.8% |
| 3Y | +171.7% | +86.1% | +85.6% | +150.2% |
| 5Y | +678.6% | -53.6% | +732.1% | +678.3% |
| All | +678.6% | -54.7% | +733.3% | +678.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling