-26.3%
RBLX vs MNST
+104.2%
-130.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +12.6% | -3.9% | +16.5% | +14.3% |
| 30D | +6.4% | +3.9% | +2.6% | +4.5% |
| 3M | +38.2% | -0.8% | +39.0% | +37.9% |
| 6M | +22.1% | +5.1% | +17.1% | +19.0% |
| YTD | -36.8% | +18.3% | -55.1% | -42.5% |
| 1Y | -51.4% | +29.5% | -80.9% | -58.0% |
| 3Y | +33.2% | +64.0% | -30.8% | -2.8% |
| 5Y | -46.3% | +97.2% | -143.4% | -69.4% |
| All | -26.3% | +104.2% | -130.6% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling