-34.5%
RBLX vs MAR
+136.8%
-171.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.5% |
| 7D | +5.1% | -0.5% | +5.6% | +5.3% |
| 30D | +28.0% | -5.4% | +33.4% | +31.6% |
| 3M | +4.6% | -15.5% | +20.1% | +14.0% |
| 6M | -24.7% | +3.0% | -27.6% | -26.9% |
| YTD | -43.8% | +8.5% | -52.4% | -47.4% |
| 1Y | -65.8% | +26.0% | -91.7% | -70.9% |
| 3Y | +59.4% | +68.6% | -9.2% | +7.1% |
| 5Y | -48.2% | +157.4% | -205.6% | -71.8% |
| All | -34.5% | +136.8% | -171.4% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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