-35.4%
RBLX vs MKC
-32.3%
-3.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | +8.1% | -2.8% | +10.9% | +8.1% |
| 30D | +23.9% | -3.4% | +27.3% | +23.9% |
| 3M | +8.1% | +3.8% | +4.4% | +8.1% |
| 6M | -23.7% | -17.9% | -5.8% | -23.6% |
| YTD | -44.6% | -23.6% | -21.0% | -44.4% |
| 1Y | -66.2% | -23.1% | -43.1% | -66.1% |
| 3Y | +54.7% | -31.5% | +86.2% | +56.4% |
| 5Y | -48.9% | -33.1% | -15.8% | -47.8% |
| All | -35.4% | -32.3% | -3.1% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling