-35.4%
RBLX vs MDT
-8.3%
-27.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +8.1% | -1.6% | +9.7% | +8.7% |
| 30D | +23.9% | +1.0% | +22.9% | +23.3% |
| 3M | +8.1% | +15.2% | -7.1% | +2.1% |
| 6M | -23.7% | +3.7% | -27.4% | -25.0% |
| YTD | -44.6% | -3.0% | -41.6% | -44.6% |
| 1Y | -66.2% | +2.5% | -68.7% | -67.2% |
| 3Y | +54.7% | +26.5% | +28.3% | +30.8% |
| 5Y | -48.9% | -18.3% | -30.6% | -53.6% |
| All | -35.4% | -8.3% | -27.1% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling