+555.8%
ROKU vs MCO
+265.6%
+290.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +2.0% |
| 7D | -2.6% | -7.3% | +4.7% | +3.3% |
| 30D | +2.1% | -1.7% | +3.8% | +3.2% |
| 3M | +31.8% | +3.9% | +27.9% | +26.4% |
| 6M | +53.3% | +3.8% | +49.5% | +46.5% |
| YTD | +42.1% | -7.9% | +50.0% | +48.1% |
| 1Y | +62.3% | -6.8% | +69.2% | +66.2% |
| 3Y | +84.6% | +40.9% | +43.7% | +36.7% |
| 5Y | -53.1% | +27.5% | -80.6% | -62.6% |
| All | +555.8% | +265.6% | +290.2% | +342.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling