-34.5%
RBLX vs MET
+91.4%
-125.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +5.1% | -0.5% | +5.5% | +5.2% |
| 30D | +28.0% | +0.5% | +27.5% | +27.6% |
| 3M | +4.6% | +11.6% | -7.0% | +0.6% |
| 6M | -24.7% | +40.8% | -65.4% | -33.1% |
| YTD | -43.8% | +25.7% | -69.5% | -48.4% |
| 1Y | -65.8% | +24.4% | -90.1% | -68.5% |
| 3Y | +59.4% | +67.5% | -8.1% | +29.6% |
| 5Y | -48.2% | +85.8% | -134.0% | -56.3% |
| All | -34.5% | +91.4% | -125.9% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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