+229.2%
MXL vs ROKU
+83.2%
+146.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.5% | +7.0% | +7.3% |
| 7D | +18.9% | -0.4% | +19.3% | +19.0% |
| 30D | +0.3% | +2.1% | -1.7% | -0.5% |
| 3M | -8.0% | +29.5% | -37.5% | -18.2% |
| 6M | +341.2% | +53.8% | +287.5% | +267.8% |
| YTD | +327.8% | +42.8% | +285.0% | +264.4% |
| 1Y | +364.9% | +60.7% | +304.2% | +276.5% |
| 3Y | +229.2% | +83.9% | +145.3% | +127.1% |
| All | +229.2% | +83.2% | +146.1% | +127.1% |
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