-52.0%
ROKU vs MTB
+104.1%
-156.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +2.1% | -4.8% | +6.9% | +5.2% |
| 3M | +29.5% | +6.0% | +23.5% | +24.6% |
| 6M | +53.8% | +19.6% | +34.2% | +37.0% |
| YTD | +42.8% | +21.5% | +21.3% | +25.0% |
| 1Y | +60.7% | +24.7% | +36.0% | +37.7% |
| 3Y | +83.9% | +108.6% | -24.7% | +13.2% |
| All | -52.0% | +104.1% | -156.1% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 5y: compounded portfolio wealth divided by compounded MTB 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…
5y analysis · Full analysis span regression · 6 months rolling