-34.5%
RBLX vs MTCH
-71.1%
+36.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.6% |
| 7D | +5.1% | +1.3% | +3.8% | +4.3% |
| 30D | +28.0% | +15.9% | +12.1% | +17.5% |
| 3M | +4.6% | +23.3% | -18.7% | -7.1% |
| 6M | -24.7% | +40.1% | -64.8% | -38.4% |
| YTD | -43.8% | +33.6% | -77.4% | -53.0% |
| 1Y | -65.8% | +14.1% | -79.9% | -68.9% |
| 3Y | +59.4% | +1.4% | +57.9% | +42.3% |
| 5Y | -48.2% | -73.1% | +24.9% | +17.4% |
| All | -34.5% | -71.1% | +36.6% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling