+365.0%
BLDR vs M
+23.7%
+341.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.6% | +0.1% | -2.3% |
| 7D | -3.7% | -4.3% | +0.6% | -1.3% |
| 30D | +16.8% | +1.3% | +15.5% | +16.6% |
| 3M | -13.7% | -7.4% | -6.4% | -10.2% |
| 6M | -21.9% | +18.3% | -40.2% | -28.4% |
| YTD | -39.2% | +7.6% | -46.8% | -42.1% |
| 1Y | -42.6% | +17.4% | -60.0% | -47.7% |
| 3Y | -50.2% | +108.4% | -158.6% | -69.9% |
| 5Y | -7.0% | -10.6% | +3.6% | -22.7% |
| 10Y | +584.2% | -3.2% | +587.4% | +260.9% |
| All | +365.0% | +23.7% | +341.4% | +9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling