+256.6%
MTUM vs ROKU
+880.6%
-624.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +0.7% | -0.4% | +1.1% | +0.8% |
| 30D | -2.4% | +2.1% | -4.5% | -2.7% |
| 3M | -3.6% | +29.5% | -33.1% | -6.9% |
| 6M | +23.7% | +53.8% | -30.1% | +16.9% |
| YTD | +22.9% | +42.8% | -19.9% | +17.0% |
| 1Y | +21.8% | +60.7% | -39.0% | +14.0% |
| 3Y | +114.4% | +83.9% | +30.6% | +90.7% |
| 5Y | +79.6% | -52.8% | +132.4% | +74.7% |
| All | +256.6% | +880.6% | -624.0% | +184.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling