+36.2%
MCD vs RBLX
-30.5%
+66.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.4% | 0.0% |
| 7D | -2.0% | +10.2% | -12.2% | -2.2% |
| 30D | -6.1% | +18.6% | -24.7% | -6.5% |
| 3M | -7.3% | +6.0% | -13.2% | -7.6% |
| 6M | -20.9% | -29.5% | +8.5% | -20.6% |
| YTD | -14.7% | -44.7% | +30.0% | -14.0% |
| 1Y | -16.1% | -65.1% | +49.0% | -14.7% |
| 3Y | -1.5% | +54.5% | -56.0% | -3.9% |
| 5Y | +20.4% | -46.3% | +66.8% | +16.9% |
| All | +36.2% | -30.5% | +66.7% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RBLX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling