-35.5%
RBLX vs MLM
+59.0%
-94.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.9% |
| 7D | +10.2% | +1.4% | +8.8% | +9.1% |
| 30D | +18.6% | -6.5% | +25.1% | +24.0% |
| 3M | +6.0% | -7.4% | +13.4% | +10.7% |
| 6M | -29.5% | -15.8% | -13.6% | -21.8% |
| YTD | -44.7% | -17.4% | -27.3% | -38.1% |
| 1Y | -65.1% | -17.9% | -47.2% | -61.0% |
| 3Y | +54.5% | +18.9% | +35.6% | +16.7% |
| 5Y | -46.3% | +43.4% | -89.8% | -65.2% |
| All | -35.5% | +59.0% | -94.5% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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