-35.9%
RBLX vs MTB
+84.3%
-120.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +8.0% | +1.1% | +7.0% | +7.7% |
| 30D | +20.2% | -4.6% | +24.8% | +21.5% |
| 3M | +3.5% | +6.3% | -2.7% | +2.0% |
| 6M | -28.9% | +15.6% | -44.5% | -31.5% |
| YTD | -45.1% | +20.6% | -65.6% | -47.7% |
| 1Y | -66.2% | +22.5% | -88.8% | -68.0% |
| 3Y | +53.5% | +114.4% | -61.0% | +24.5% |
| 5Y | -48.4% | +101.9% | -150.3% | -52.6% |
| All | -35.9% | +84.3% | -120.2% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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