-37.7%
RBLX vs MMM
+33.7%
-71.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +12.4% | -3.3% | +15.7% | +13.9% |
| 30D | +19.7% | -7.0% | +26.7% | +23.2% |
| 3M | -0.1% | +10.8% | -10.9% | -4.9% |
| 6M | -35.7% | +5.8% | -41.5% | -37.6% |
| YTD | -46.6% | +6.8% | -53.3% | -48.4% |
| 1Y | -66.6% | +10.4% | -77.0% | -68.5% |
| 3Y | +52.3% | +104.7% | -52.4% | +5.8% |
| 5Y | -47.7% | +23.6% | -71.3% | -62.9% |
| All | -37.7% | +33.7% | -71.4% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling