+189.8%
MXL vs ROKU
+875.4%
-685.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.2% |
| 7D | +16.6% | -2.6% | +19.3% | +17.3% |
| 30D | +0.5% | +2.1% | -1.7% | 0.0% |
| 3M | -3.6% | +31.8% | -35.4% | -10.5% |
| 6M | +328.0% | +53.3% | +274.7% | +284.2% |
| YTD | +297.8% | +42.1% | +255.8% | +262.1% |
| 1Y | +339.4% | +62.3% | +277.1% | +286.9% |
| 3Y | +201.7% | +84.6% | +117.1% | +147.0% |
| 5Y | +32.8% | -53.1% | +85.8% | +26.2% |
| All | +189.8% | +875.4% | -685.7% | +122.8% |
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