-34.5%
RBLX vs MDB
+11.4%
-46.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +2.6% |
| 7D | +5.1% | -1.8% | +6.8% | +5.6% |
| 30D | +28.0% | -17.3% | +45.3% | +36.1% |
| 3M | +4.6% | +2.2% | +2.4% | +1.4% |
| 6M | -24.7% | +33.9% | -58.5% | -36.1% |
| YTD | -43.8% | -13.7% | -30.2% | -44.6% |
| 1Y | -65.8% | +9.1% | -74.8% | -70.0% |
| 3Y | +59.4% | -8.1% | +67.5% | +27.6% |
| 5Y | -48.2% | -25.9% | -22.3% | -59.4% |
| All | -34.5% | +11.4% | -46.0% | -60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling