-66.6%
RBLX vs MXL
+316.6%
-383.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.2% | +4.1% |
| 7D | +12.4% | +1.6% | +10.8% | +12.3% |
| 30D | +19.7% | -7.0% | +26.7% | +19.8% |
| 3M | -0.1% | -33.4% | +33.3% | +0.6% |
| 6M | -35.7% | +260.2% | -295.9% | -50.9% |
| YTD | -46.6% | +260.0% | -306.5% | -59.1% |
| 1Y | -66.6% | +303.5% | -370.1% | -75.0% |
| All | -66.6% | +316.6% | -383.2% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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