+365.4%
BLDR vs MKC
+29.3%
+336.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.6% |
| 7D | -8.1% | -2.8% | -5.3% | -7.0% |
| 30D | -21.5% | -3.4% | -18.1% | -20.3% |
| 3M | -21.0% | +3.8% | -24.7% | -22.5% |
| 6M | -37.1% | -17.9% | -19.1% | -32.0% |
| YTD | -42.7% | -23.6% | -19.1% | -36.3% |
| 1Y | -58.0% | -23.1% | -34.9% | -53.6% |
| 3Y | -57.8% | -31.5% | -26.3% | -51.6% |
| 5Y | +10.3% | -33.1% | +43.4% | +24.5% |
| All | +365.4% | +29.3% | +336.1% | +336.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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