+83.9%
ROKU vs MDY
+48.5%
+35.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.7% |
| 7D | -0.4% | -1.9% | +1.4% | +2.4% |
| 30D | +2.1% | -4.6% | +6.7% | +9.5% |
| 3M | +29.5% | -1.2% | +30.7% | +31.3% |
| 6M | +53.8% | +9.2% | +44.6% | +33.5% |
| YTD | +42.8% | +13.1% | +29.7% | +17.0% |
| 1Y | +60.7% | +13.0% | +47.7% | +31.5% |
| 3Y | +83.9% | +49.2% | +34.7% | -16.0% |
| All | +83.9% | +48.5% | +35.4% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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