+386.5%
BLDR vs M
-7.1%
+393.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -0.4% |
| 7D | -2.7% | -4.1% | +1.4% | -1.2% |
| 30D | -14.7% | -13.6% | -1.1% | -10.2% |
| 3M | -20.8% | -2.3% | -18.5% | -20.2% |
| 6M | -35.3% | +21.9% | -57.3% | -39.9% |
| YTD | -40.3% | -0.6% | -39.7% | -40.7% |
| 1Y | -56.3% | +29.7% | -86.0% | -60.5% |
| 3Y | -56.1% | +107.3% | -163.4% | -68.8% |
| 5Y | +12.9% | +20.5% | -7.6% | -9.2% |
| 10Y | +386.5% | -6.1% | +392.5% | +189.4% |
| All | +386.5% | -7.1% | +393.5% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling