-35.4%
RBLX vs MCO
+67.9%
-103.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +2.1% |
| 7D | +8.1% | -7.3% | +15.4% | +15.2% |
| 30D | +23.9% | -1.7% | +25.6% | +25.0% |
| 3M | +8.1% | +3.9% | +4.2% | +3.7% |
| 6M | -23.7% | +3.8% | -27.5% | -26.7% |
| YTD | -44.6% | -7.9% | -36.7% | -41.4% |
| 1Y | -66.2% | -6.8% | -59.4% | -65.2% |
| 3Y | +54.7% | +40.9% | +13.8% | -3.7% |
| 5Y | -48.9% | +27.5% | -76.4% | -65.1% |
| All | -35.4% | +67.9% | -103.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling