+1,346.4%
MU vs ROKU
-54.3%
+1,400.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.3% | +3.1% |
| 7D | +7.5% | -3.0% | +10.5% | +8.3% |
| 30D | +19.4% | +0.7% | +18.7% | +19.1% |
| 3M | +9.8% | +26.5% | -16.6% | +2.7% |
| 6M | +164.1% | +52.6% | +111.5% | +135.5% |
| YTD | +260.3% | +40.9% | +219.4% | +226.0% |
| 1Y | +661.2% | +57.6% | +603.5% | +569.1% |
| 3Y | +1,380.8% | +83.2% | +1,297.7% | +1,083.4% |
| 5Y | +1,346.4% | -54.8% | +1,401.2% | +1,149.5% |
| All | +1,346.4% | -54.3% | +1,400.7% | +1,149.5% |
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