+36.2%
MCD vs RBLX
-32.9%
+69.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.9% | -1.6% |
| 7D | -2.8% | +12.4% | -15.2% | -3.1% |
| 30D | -6.0% | +19.7% | -25.7% | -6.4% |
| 3M | -5.6% | -0.1% | -5.5% | -5.8% |
| 6M | -21.9% | -35.7% | +13.9% | -21.4% |
| YTD | -14.7% | -46.6% | +31.9% | -14.0% |
| 1Y | -17.3% | -66.6% | +49.4% | -15.8% |
| 3Y | -2.2% | +52.3% | -54.4% | -4.6% |
| 5Y | +20.3% | -47.7% | +68.0% | +16.8% |
| All | +36.2% | -32.9% | +69.0% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling