+2,646.3%
MU vs ROKU
+884.7%
+1,761.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.7% | +7.8% | +6.4% |
| 7D | +9.0% | -1.3% | +10.3% | +9.3% |
| 30D | +13.8% | +5.9% | +7.9% | +12.5% |
| 3M | +2.1% | +23.9% | -21.8% | -2.8% |
| 6M | +153.8% | +59.6% | +94.2% | +129.1% |
| YTD | +256.4% | +43.4% | +213.0% | +227.5% |
| 1Y | +719.8% | +60.2% | +659.6% | +635.7% |
| 3Y | +1,360.4% | +90.4% | +1,270.0% | +1,109.1% |
| 5Y | +1,312.4% | -54.5% | +1,367.0% | +1,263.3% |
| All | +2,646.3% | +884.7% | +1,761.6% | +1,766.7% |
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