+19.4%
MCD vs RBLX
-45.5%
+64.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -2.9% | +8.0% | -10.9% | -3.0% |
| 30D | -6.7% | +20.2% | -26.9% | -7.1% |
| 3M | -9.6% | +3.5% | -13.1% | -9.9% |
| 6M | -22.3% | -28.9% | +6.6% | -22.0% |
| YTD | -15.4% | -45.1% | +29.6% | -14.6% |
| 1Y | -16.8% | -66.2% | +49.4% | -15.0% |
| 3Y | -2.4% | +53.5% | -55.9% | -5.4% |
| 5Y | +19.4% | -48.4% | +67.8% | +16.8% |
| All | +19.4% | -45.5% | +64.8% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling