+34.5%
MCD vs RBLX
-29.5%
+63.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.2% |
| 7D | -1.2% | +5.1% | -6.3% | -1.3% |
| 30D | -7.8% | +28.0% | -35.8% | -8.2% |
| 3M | -10.7% | +4.6% | -15.3% | -11.0% |
| 6M | -21.3% | -24.7% | +3.4% | -21.1% |
| YTD | -15.8% | -43.8% | +28.1% | -15.1% |
| 1Y | -16.0% | -65.8% | +49.8% | -14.5% |
| 3Y | -3.0% | +59.4% | -62.3% | -5.4% |
| 5Y | +18.6% | -48.2% | +66.8% | +15.0% |
| All | +34.5% | -29.5% | +63.9% | +31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling