-46.3%
RBLX vs MPC
+655.4%
-701.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +2.9% |
| 7D | +10.2% | +3.9% | +6.3% | +9.2% |
| 30D | +18.6% | +33.8% | -15.2% | +10.4% |
| 3M | +6.0% | +49.9% | -43.9% | -4.7% |
| 6M | -29.5% | +80.9% | -110.4% | -40.2% |
| YTD | -44.7% | +147.4% | -192.1% | -57.2% |
| 1Y | -65.1% | +123.2% | -188.3% | -72.3% |
| 3Y | +54.5% | +171.7% | -117.2% | +11.3% |
| 5Y | -46.3% | +678.6% | -724.9% | -71.3% |
| All | -46.3% | +655.4% | -701.7% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 5y: compounded portfolio wealth divided by compounded MPC 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…
5y analysis · Full analysis span regression · 6 months rolling