+52.6%
ROKU vs MULL
+370.7%
-318.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.4% | -7.0% | -1.7% |
| 7D | -3.0% | +14.8% | -17.8% | -3.3% |
| 30D | +0.7% | +36.6% | -35.9% | -0.1% |
| 3M | +26.5% | -8.9% | +35.3% | +24.3% |
| 6M | +52.6% | +311.9% | -259.3% | +25.2% |
| All | +52.6% | +370.7% | -318.0% | +25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling