+562.1%
ROKU vs MLM
+170.9%
+391.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -2.3% |
| 7D | -1.3% | -2.9% | +1.6% | +0.2% |
| 30D | +5.9% | -6.8% | +12.7% | +9.6% |
| 3M | +23.9% | -11.2% | +35.1% | +30.7% |
| 6M | +59.6% | -21.8% | +81.4% | +79.6% |
| YTD | +43.4% | -17.0% | +60.4% | +55.8% |
| 1Y | +60.2% | -16.4% | +76.5% | +72.9% |
| 3Y | +90.4% | +14.5% | +75.9% | +71.5% |
| 5Y | -54.5% | +41.7% | -96.3% | -62.8% |
| All | +562.1% | +170.9% | +391.2% | +306.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling