-52.0%
ROKU vs MCO
+28.6%
-80.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -1.1% |
| 7D | -0.4% | -3.8% | +3.3% | +3.3% |
| 30D | +2.1% | -0.4% | +2.5% | +2.0% |
| 3M | +29.5% | +7.7% | +21.8% | +18.1% |
| 6M | +53.8% | +7.0% | +46.8% | +40.0% |
| YTD | +42.8% | -6.4% | +49.2% | +47.5% |
| 1Y | +60.7% | -7.6% | +68.4% | +66.5% |
| 3Y | +83.9% | +43.2% | +40.7% | +11.1% |
| All | -52.0% | +28.6% | -80.7% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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