+1,134.0%
MU vs RBLX
-31.0%
+1,165.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.4% | +2.9% |
| 7D | +7.5% | +8.0% | -0.5% | +6.1% |
| 30D | +19.4% | +20.2% | -0.8% | +15.7% |
| 3M | +9.8% | +3.5% | +6.3% | +7.4% |
| 6M | +164.1% | -28.9% | +193.1% | +172.0% |
| YTD | +260.3% | -45.1% | +305.4% | +285.5% |
| 1Y | +661.2% | -66.2% | +727.4% | +789.5% |
| 3Y | +1,380.8% | +53.5% | +1,327.4% | +1,151.3% |
| 5Y | +1,346.4% | -48.4% | +1,394.8% | +1,195.5% |
| All | +1,134.0% | -31.0% | +1,165.0% | +924.0% |
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