-56.7%
BLDR vs MKC
-31.2%
-25.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | -2.7% | -4.3% | +1.6% | -1.1% |
| 30D | -14.7% | -3.1% | -11.6% | -13.7% |
| 3M | -20.8% | +6.8% | -27.6% | -23.1% |
| 6M | -35.3% | -18.3% | -17.0% | -30.4% |
| YTD | -40.3% | -23.1% | -17.3% | -34.4% |
| 1Y | -56.3% | -23.7% | -32.6% | -51.9% |
| All | -56.7% | -31.2% | -25.6% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling