-46.2%
RBLX vs MTUM
+78.7%
-124.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | 0.0% |
| 7D | +5.1% | +0.7% | +4.3% | +4.2% |
| 30D | +28.0% | -2.4% | +30.5% | +31.2% |
| 3M | +4.6% | -3.6% | +8.3% | +5.1% |
| 6M | -24.7% | +23.7% | -48.3% | -47.1% |
| YTD | -43.8% | +22.9% | -66.8% | -60.0% |
| 1Y | -65.8% | +21.8% | -87.5% | -75.2% |
| 3Y | +59.4% | +114.4% | -55.1% | -52.2% |
| All | -46.2% | +78.7% | -124.9% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling