+59.4%
RBLX vs MXL
+222.8%
-163.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.5% | -6.2% | +0.8% |
| 7D | +5.1% | +18.9% | -13.8% | +3.5% |
| 30D | +28.0% | +0.3% | +27.7% | +27.6% |
| 3M | +4.6% | -8.0% | +12.7% | +3.6% |
| 6M | -24.7% | +341.2% | -365.9% | -42.8% |
| YTD | -43.8% | +327.8% | -371.7% | -57.2% |
| 1Y | -65.8% | +364.9% | -430.7% | -74.4% |
| 3Y | +59.4% | +229.2% | -169.9% | +16.4% |
| All | +59.4% | +222.8% | -163.4% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling