-34.5%
RBLX vs MKC
-32.0%
-2.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +5.1% | -1.5% | +6.5% | +5.1% |
| 30D | +28.0% | -3.1% | +31.1% | +28.0% |
| 3M | +4.6% | +5.2% | -0.6% | +4.6% |
| 6M | -24.7% | -12.8% | -11.8% | -24.6% |
| YTD | -43.8% | -23.3% | -20.6% | -43.7% |
| 1Y | -65.8% | -24.1% | -41.7% | -65.7% |
| 3Y | +59.4% | -32.1% | +91.5% | +61.4% |
| 5Y | -48.2% | -32.8% | -15.4% | -47.1% |
| All | -34.5% | -32.0% | -2.5% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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