-37.7%
RBLX vs MPC
+686.5%
-724.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.3% |
| 7D | +12.4% | +5.4% | +7.0% | +11.0% |
| 30D | +19.7% | +31.0% | -11.3% | +12.0% |
| 3M | -0.1% | +46.0% | -46.1% | -9.5% |
| 6M | -35.7% | +77.3% | -113.1% | -45.1% |
| YTD | -46.6% | +141.9% | -188.5% | -58.3% |
| 1Y | -66.6% | +120.9% | -187.5% | -73.3% |
| 3Y | +52.3% | +182.7% | -130.4% | +8.9% |
| 5Y | -47.7% | +646.4% | -694.2% | -71.5% |
| All | -37.7% | +686.5% | -724.2% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling