-35.5%
RBLX vs MDB
+9.5%
-45.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.5% | +6.9% | +4.8% |
| 7D | +10.2% | -18.0% | +28.2% | +18.1% |
| 30D | +18.6% | -10.7% | +29.3% | +22.2% |
| 3M | +6.0% | +1.0% | +5.0% | +3.2% |
| 6M | -29.5% | +31.6% | -61.1% | -39.7% |
| YTD | -44.7% | -15.2% | -29.5% | -45.0% |
| 1Y | -65.1% | +10.1% | -75.2% | -69.5% |
| 3Y | +54.5% | -5.6% | +60.1% | +21.5% |
| 5Y | -46.3% | -24.5% | -21.8% | -58.1% |
| All | -35.5% | +9.5% | -45.0% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MDB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling