-35.4%
RBLX vs MXL
+107.4%
-142.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.4% |
| 7D | +8.1% | +16.6% | -8.5% | +4.8% |
| 30D | +23.9% | +0.5% | +23.4% | +22.8% |
| 3M | +8.1% | -3.6% | +11.8% | +3.6% |
| 6M | -23.7% | +328.0% | -351.7% | -57.6% |
| YTD | -44.6% | +297.8% | -342.4% | -68.7% |
| 1Y | -66.2% | +339.4% | -405.6% | -81.9% |
| 3Y | +54.7% | +201.7% | -147.0% | -23.0% |
| 5Y | -48.9% | +32.8% | -81.7% | -61.3% |
| All | -35.4% | +107.4% | -142.8% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling