-35.4%
RBLX vs MNST
+94.1%
-129.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +8.1% | -2.2% | +10.4% | +9.0% |
| 30D | +23.9% | -5.4% | +29.3% | +26.4% |
| 3M | +8.1% | -5.5% | +13.7% | +10.3% |
| 6M | -23.7% | +12.4% | -36.1% | -28.4% |
| YTD | -44.6% | +12.4% | -57.0% | -48.4% |
| 1Y | -66.2% | +37.2% | -103.4% | -71.9% |
| 3Y | +54.7% | +52.9% | +1.8% | +16.9% |
| 5Y | -48.9% | +79.7% | -128.6% | -69.7% |
| All | -35.4% | +94.1% | -129.5% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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