+397.2%
MTZ vs ROKU
+875.4%
-478.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.6% |
| 7D | 0.0% | -2.6% | +2.6% | +0.3% |
| 30D | -14.8% | +2.1% | -17.0% | -15.1% |
| 3M | -30.8% | +31.8% | -62.6% | -33.4% |
| 6M | -22.6% | +53.3% | -75.9% | -26.9% |
| YTD | +6.8% | +42.1% | -35.2% | +1.6% |
| 1Y | +22.1% | +62.3% | -40.2% | +14.1% |
| 3Y | +153.1% | +84.6% | +68.5% | +126.8% |
| 5Y | +161.4% | -53.1% | +214.5% | +149.0% |
| All | +397.2% | +875.4% | -478.2% | +282.9% |
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 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