-34.5%
RBLX vs MCO
+70.6%
-105.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | 0.0% |
| 7D | +5.1% | -3.8% | +8.8% | +8.4% |
| 30D | +28.0% | -0.4% | +28.4% | +27.7% |
| 3M | +4.6% | +7.7% | -3.1% | -2.6% |
| 6M | -24.7% | +7.0% | -31.6% | -29.4% |
| YTD | -43.8% | -6.4% | -37.4% | -41.5% |
| 1Y | -65.8% | -7.6% | -58.1% | -64.3% |
| 3Y | +59.4% | +43.2% | +16.1% | -2.1% |
| 5Y | -48.2% | +29.6% | -77.8% | -65.1% |
| All | -34.5% | +70.6% | -105.2% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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