+82.9%
ROKU vs MUB
+7.4%
+75.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +2.2% |
| 7D | -2.6% | -1.2% | -1.4% | -0.2% |
| 30D | +2.1% | -2.8% | +4.9% | +8.0% |
| 3M | +31.8% | -3.1% | +34.8% | +40.2% |
| 6M | +53.3% | -2.9% | +56.1% | +62.5% |
| YTD | +42.1% | -2.0% | +44.1% | +48.4% |
| 1Y | +62.3% | 0.0% | +62.4% | +63.7% |
| All | +82.9% | +7.4% | +75.5% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 3y: compounded portfolio wealth divided by compounded MUB 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…
3y analysis · Full analysis span regression · 6 months rolling