-34.5%
RBLX vs MCK
+404.6%
-439.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +5.1% | -2.9% | +8.0% | +4.9% |
| 30D | +28.0% | +0.4% | +27.6% | +28.1% |
| 3M | +4.6% | +12.1% | -7.5% | +5.4% |
| 6M | -24.7% | -5.4% | -19.2% | -24.8% |
| YTD | -43.8% | +7.8% | -51.6% | -43.2% |
| 1Y | -65.8% | +22.9% | -88.7% | -65.1% |
| 3Y | +59.4% | +110.7% | -51.4% | +71.7% |
| 5Y | -48.2% | +346.2% | -394.4% | -37.6% |
| All | -34.5% | +404.6% | -439.1% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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