+17.8%
MCHP vs RBLX
-29.5%
+47.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.4% |
| 7D | 0.0% | +5.1% | -5.0% | -0.8% |
| 30D | -6.0% | +28.0% | -34.1% | -9.8% |
| 3M | -19.7% | +4.6% | -24.3% | -21.5% |
| 6M | +14.0% | -24.7% | +38.7% | +16.5% |
| YTD | +18.4% | -43.8% | +62.3% | +26.0% |
| 1Y | +17.1% | -65.8% | +82.9% | +35.3% |
| 3Y | +0.7% | +59.4% | -58.7% | -14.3% |
| 5Y | +5.1% | -48.2% | +53.3% | -4.9% |
| All | +17.8% | -29.5% | +47.3% | -1.9% |
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