+555.8%
ROKU vs MDY
+130.7%
+425.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +2.0% |
| 7D | -2.6% | -2.5% | -0.1% | +0.4% |
| 30D | +2.1% | -5.0% | +7.2% | +8.7% |
| 3M | +31.8% | +0.5% | +31.3% | +30.7% |
| 6M | +53.3% | +8.0% | +45.3% | +39.4% |
| YTD | +42.1% | +12.2% | +29.9% | +23.2% |
| 1Y | +62.3% | +14.0% | +48.3% | +37.9% |
| 3Y | +84.6% | +48.2% | +36.5% | +19.8% |
| 5Y | -53.1% | +46.1% | -99.1% | -66.7% |
| All | +555.8% | +130.7% | +425.1% | +377.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling