-35.9%
RBLX vs MDY
+54.8%
-90.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | +0.7% |
| 7D | +8.0% | -0.8% | +8.8% | +9.1% |
| 30D | +20.2% | -3.9% | +24.0% | +26.3% |
| 3M | +3.5% | 0.0% | +3.6% | +3.4% |
| 6M | -28.9% | +8.5% | -37.5% | -36.9% |
| YTD | -45.1% | +13.2% | -58.3% | -53.7% |
| 1Y | -66.2% | +15.0% | -81.2% | -72.3% |
| 3Y | +53.5% | +49.6% | +3.9% | -19.8% |
| 5Y | -48.4% | +46.0% | -94.5% | -70.9% |
| All | -35.9% | +54.8% | -90.8% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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