-24.3%
RBLX vs MLM
+62.8%
-87.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.5% | +3.3% |
| 7D | +6.7% | -5.8% | +12.5% | +11.0% |
| 30D | +6.1% | +9.8% | -3.7% | -0.9% |
| 3M | +45.3% | -5.2% | +50.4% | +49.3% |
| 6M | +27.4% | -10.3% | +37.6% | +34.6% |
| YTD | -35.1% | -15.5% | -19.6% | -29.0% |
| 1Y | -49.7% | -15.0% | -34.7% | -45.4% |
| 3Y | +36.9% | +17.5% | +19.5% | +4.9% |
| 5Y | -46.4% | +30.5% | -76.9% | -64.9% |
| All | -24.3% | +62.8% | -87.1% | -52.8% |
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