-18.1%
RBLX vs MULL
+2,620.5%
-2,638.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -0.9% |
| 7D | +8.0% | +14.8% | -6.7% | +7.4% |
| 30D | +20.2% | +36.6% | -16.4% | +18.5% |
| 3M | +3.5% | -8.9% | +12.4% | +1.6% |
| 6M | -28.9% | +311.9% | -340.9% | -39.2% |
| YTD | -45.1% | +579.8% | -624.9% | -55.9% |
| 1Y | -66.2% | +2,421.5% | -2,487.8% | -77.5% |
| All | -18.1% | +2,620.5% | -2,638.6% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling