-35.4%
RBLX vs MTZ
+152.0%
-187.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +2.1% |
| 7D | +8.1% | 0.0% | +8.2% | +8.1% |
| 30D | +23.9% | -14.8% | +38.7% | +30.8% |
| 3M | +8.1% | -30.8% | +39.0% | +22.7% |
| 6M | -23.7% | -22.6% | -1.1% | -19.1% |
| YTD | -44.6% | +6.8% | -51.4% | -48.3% |
| 1Y | -66.2% | +22.1% | -88.3% | -70.2% |
| 3Y | +54.7% | +153.1% | -98.4% | -0.2% |
| 5Y | -48.9% | +161.4% | -210.4% | -70.1% |
| All | -35.4% | +152.0% | -187.4% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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