+550.6%
ROKU vs MTB
+96.5%
+454.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -3.0% | +1.1% | -4.1% | -3.4% |
| 30D | +0.7% | -4.6% | +5.3% | +2.1% |
| 3M | +26.5% | +6.3% | +20.2% | +24.1% |
| 6M | +52.6% | +15.6% | +37.0% | +45.9% |
| YTD | +40.9% | +20.6% | +20.4% | +32.7% |
| 1Y | +57.6% | +22.5% | +35.1% | +47.5% |
| 3Y | +83.2% | +114.4% | -31.2% | +48.9% |
| 5Y | -54.8% | +101.9% | -156.7% | -61.9% |
| All | +550.6% | +96.5% | +454.1% | +559.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling