-37.7%
RBLX vs MP
+31.4%
-69.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +4.0% |
| 7D | +12.4% | -2.9% | +15.3% | +13.2% |
| 30D | +19.7% | +13.8% | +5.9% | +15.3% |
| 3M | -0.1% | -16.7% | +16.6% | +3.2% |
| 6M | -35.7% | -11.5% | -24.3% | -36.0% |
| YTD | -46.6% | +7.9% | -54.5% | -49.9% |
| 1Y | -66.6% | -15.0% | -51.6% | -67.7% |
| 3Y | +52.3% | +153.5% | -101.2% | -15.1% |
| 5Y | -47.7% | +58.7% | -106.4% | -63.3% |
| All | -37.7% | +31.4% | -69.1% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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