+59.4%
RBLX vs MTCH
-0.9%
+60.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.1% |
| 7D | +5.1% | +1.3% | +3.8% | +4.7% |
| 30D | +28.0% | +15.9% | +12.1% | +23.3% |
| 3M | +4.6% | +23.3% | -18.7% | -0.3% |
| 6M | -24.7% | +40.1% | -64.8% | -30.4% |
| YTD | -43.8% | +33.6% | -77.4% | -47.6% |
| 1Y | -65.8% | +14.1% | -79.9% | -67.1% |
| 3Y | +59.4% | +1.4% | +57.9% | +60.3% |
| All | +59.4% | -0.9% | +60.3% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 3y: compounded portfolio wealth divided by compounded MTCH 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…
3y analysis · Full analysis span regression · 6 months rolling