-34.5%
RBLX vs MMM
+30.8%
-65.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.8% |
| 7D | +5.1% | -2.1% | +7.2% | +6.0% |
| 30D | +28.0% | -9.8% | +37.9% | +33.5% |
| 3M | +4.6% | +4.9% | -0.3% | +1.9% |
| 6M | -24.7% | +7.3% | -32.0% | -27.3% |
| YTD | -43.8% | +4.5% | -48.3% | -45.3% |
| 1Y | -65.8% | +5.4% | -71.1% | -67.0% |
| 3Y | +59.4% | +98.6% | -39.2% | +12.3% |
| 5Y | -48.2% | +27.4% | -75.6% | -61.5% |
| All | -34.5% | +30.8% | -65.4% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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