-51.8%
RBLX vs MTUM
+10.3%
-62.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.0% | +10.5% | +9.3% |
| 7D | -7.5% | -10.1% | +2.6% | -2.8% |
| 30D | +10.6% | -15.6% | +26.2% | +18.8% |
| 3M | +33.3% | -12.7% | +46.0% | +41.4% |
| 6M | +3.7% | -3.7% | +7.4% | -2.8% |
| YTD | -39.1% | +9.4% | -48.6% | -50.5% |
| All | -51.8% | +10.3% | -62.1% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling