+53.4%
ROKU vs MULL
+444.9%
-391.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -13.8% | +15.3% | +1.8% |
| 7D | +4.8% | -35.9% | +40.7% | +5.9% |
| 30D | +6.1% | -47.3% | +53.4% | +7.6% |
| 3M | +10.5% | -30.6% | +41.1% | +10.9% |
| 6M | +29.2% | +13.7% | +15.5% | +19.5% |
| YTD | +50.0% | +272.1% | -222.1% | +25.3% |
| 1Y | +53.4% | +475.1% | -421.7% | +19.9% |
| All | +53.4% | +444.9% | -391.5% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling