-14.3%
MTZ vs ROKU
+53.8%
-68.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +1.5% | -16.9% | -15.6% |
| 7D | -7.4% | +4.8% | -12.2% | -8.2% |
| 30D | -23.6% | +6.1% | -29.7% | -24.5% |
| 3M | -38.3% | +10.5% | -48.8% | -39.5% |
| 6M | -60.6% | +29.2% | -89.8% | -62.7% |
| YTD | -22.9% | +50.0% | -72.9% | -30.4% |
| 1Y | -14.3% | +53.4% | -67.7% | -21.9% |
| All | -14.3% | +53.8% | -68.1% | -21.9% |
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