+561.0%
ROKU vs MLM
+169.4%
+391.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.1% |
| 7D | -0.1% | +1.4% | -1.5% | -0.9% |
| 30D | +1.5% | -6.5% | +8.0% | +4.9% |
| 3M | +25.7% | -7.4% | +33.1% | +29.7% |
| 6M | +54.5% | -15.8% | +70.3% | +67.3% |
| YTD | +43.2% | -17.4% | +60.6% | +56.0% |
| 1Y | +56.3% | -17.9% | +74.2% | +70.4% |
| 3Y | +86.1% | +18.9% | +67.2% | +64.5% |
| 5Y | -53.6% | +43.4% | -97.0% | -62.2% |
| All | +561.0% | +169.4% | +391.6% | +306.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling