-37.7%
RBLX vs MDB
+13.5%
-51.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.1% | +8.4% | +5.9% |
| 7D | +12.4% | -17.4% | +29.8% | +20.2% |
| 30D | +19.7% | -2.0% | +21.7% | +19.0% |
| 3M | -0.1% | -3.0% | +2.9% | -1.1% |
| 6M | -35.7% | +48.7% | -84.4% | -47.8% |
| YTD | -46.6% | -12.1% | -34.4% | -47.5% |
| 1Y | -66.6% | +14.5% | -81.1% | -71.3% |
| 3Y | +52.3% | -6.1% | +58.4% | +20.9% |
| 5Y | -47.7% | -27.3% | -20.4% | -58.8% |
| All | -37.7% | +13.5% | -51.1% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling