-37.7%
RBLX vs MLM
+59.9%
-97.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.5% |
| 7D | +12.4% | -2.9% | +15.3% | +14.6% |
| 30D | +19.7% | -6.8% | +26.5% | +25.4% |
| 3M | -0.1% | -11.2% | +11.1% | +7.5% |
| 6M | -35.7% | -21.8% | -13.9% | -24.7% |
| YTD | -46.6% | -17.0% | -29.6% | -40.4% |
| 1Y | -66.6% | -16.4% | -50.3% | -63.3% |
| 3Y | +52.3% | +14.5% | +37.8% | +19.4% |
| 5Y | -47.7% | +41.7% | -89.5% | -66.1% |
| All | -37.7% | +59.9% | -97.5% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling