-52.6%
RBLX vs MXL
+276.5%
-329.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -11.1% | +19.6% | +8.8% |
| 7D | -7.5% | -24.3% | +16.9% | -6.8% |
| 30D | +10.6% | -46.1% | +56.7% | +12.2% |
| 3M | +33.3% | -21.8% | +55.1% | +33.9% |
| 6M | +3.7% | -27.2% | +30.9% | +3.4% |
| YTD | -39.1% | +226.2% | -265.3% | -54.3% |
| 1Y | -52.6% | +297.0% | -349.6% | -64.8% |
| All | -52.6% | +276.5% | -329.1% | -64.8% |
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