-34.5%
RBLX vs MDT
-9.0%
-25.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +5.1% | -3.4% | +8.5% | +6.4% |
| 30D | +28.0% | +0.2% | +27.8% | +27.7% |
| 3M | +4.6% | +14.3% | -9.6% | -0.9% |
| 6M | -24.7% | +4.0% | -28.7% | -26.0% |
| YTD | -43.8% | -3.7% | -40.2% | -43.7% |
| 1Y | -65.8% | -0.4% | -65.4% | -66.3% |
| 3Y | +59.4% | +23.3% | +36.0% | +36.8% |
| 5Y | -48.2% | -18.9% | -29.3% | -52.8% |
| All | -34.5% | -9.0% | -25.5% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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