+50.4%
RBLX vs MLM
+20.2%
+30.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.9% |
| 7D | +12.4% | -2.9% | +15.3% | +13.6% |
| 30D | +19.7% | -6.8% | +26.5% | +22.9% |
| 3M | -0.1% | -11.2% | +11.1% | +3.8% |
| 6M | -35.7% | -21.8% | -13.9% | -29.9% |
| YTD | -46.6% | -17.0% | -29.6% | -43.0% |
| 1Y | -66.6% | -16.4% | -50.3% | -64.6% |
| All | +50.4% | +20.2% | +30.3% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling