+166.4%
MTZ vs ROKU
-54.7%
+221.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.8% |
| 7D | +3.6% | -0.1% | +3.7% | +3.6% |
| 30D | -9.6% | +1.5% | -11.1% | -9.9% |
| 3M | -31.9% | +25.7% | -57.6% | -34.9% |
| 6M | -13.8% | +54.5% | -68.3% | -20.6% |
| YTD | +13.3% | +43.2% | -29.9% | +5.3% |
| 1Y | +39.3% | +56.3% | -17.0% | +27.2% |
| 3Y | +168.3% | +86.1% | +82.2% | +128.8% |
| 5Y | +166.4% | -53.6% | +220.0% | +132.5% |
| All | +166.4% | -54.7% | +221.1% | +132.5% |
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