-16.3%
RBLX vs MULL
+2,337.2%
-2,353.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.4% |
| 7D | +5.1% | -8.4% | +13.5% | +5.4% |
| 30D | +28.0% | +9.7% | +18.3% | +27.3% |
| 3M | +4.6% | -26.8% | +31.4% | +3.8% |
| 6M | -24.7% | +220.7% | -245.4% | -34.5% |
| YTD | -43.8% | +509.0% | -552.9% | -54.7% |
| 1Y | -65.8% | +1,739.5% | -1,805.3% | -76.4% |
| All | -16.3% | +2,337.2% | -2,353.5% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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