-37.7%
RBLX vs MNST
+97.4%
-135.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.6% |
| 7D | +12.4% | -6.5% | +18.9% | +15.3% |
| 30D | +19.7% | -7.2% | +26.9% | +22.9% |
| 3M | -0.1% | -1.0% | +0.9% | 0.0% |
| 6M | -35.7% | +11.5% | -47.2% | -39.4% |
| YTD | -46.6% | +14.3% | -60.9% | -50.5% |
| 1Y | -66.6% | +38.1% | -104.8% | -72.3% |
| 3Y | +52.3% | +55.0% | -2.7% | +14.6% |
| 5Y | -47.7% | +79.6% | -127.4% | -69.1% |
| All | -37.7% | +97.4% | -135.1% | -67.7% |
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