+407.9%
MTZ vs ROKU
+884.7%
-476.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.3% |
| 7D | -1.6% | -1.3% | -0.3% | -1.4% |
| 30D | -11.1% | +5.9% | -17.0% | -11.7% |
| 3M | -36.7% | +23.9% | -60.6% | -38.6% |
| 6M | -21.9% | +59.6% | -81.5% | -26.6% |
| YTD | +9.1% | +43.4% | -34.3% | +3.7% |
| 1Y | +30.0% | +60.2% | -30.2% | +21.6% |
| 3Y | +138.5% | +90.4% | +48.1% | +112.9% |
| 5Y | +158.3% | -54.5% | +212.9% | +146.6% |
| All | +407.9% | +884.7% | -476.8% | +290.7% |
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