+831.6%
MU vs ROKU
+98.8%
+732.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | -22.0% | +3.5% | -25.5% | -22.8% |
| 30D | -36.6% | +5.1% | -41.7% | -37.5% |
| 3M | -21.7% | +7.0% | -28.7% | -23.4% |
| 6M | +3.5% | +25.4% | -21.9% | -4.4% |
| YTD | +141.9% | +48.0% | +94.0% | +110.1% |
| 1Y | +189.8% | +53.1% | +136.7% | +148.7% |
| All | +831.6% | +98.8% | +732.8% | +598.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling