+10.3%
BLDR vs MKC
-33.9%
+44.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.7% |
| 7D | -8.1% | -2.8% | -5.3% | -7.2% |
| 30D | -21.5% | -3.4% | -18.1% | -20.5% |
| 3M | -21.0% | +3.8% | -24.7% | -22.2% |
| 6M | -37.1% | -17.9% | -19.1% | -32.7% |
| YTD | -42.7% | -23.6% | -19.1% | -37.3% |
| 1Y | -58.0% | -23.1% | -34.9% | -54.2% |
| 3Y | -57.8% | -31.5% | -26.3% | -52.5% |
| 5Y | +10.3% | -33.1% | +43.4% | +30.0% |
| All | +10.3% | -33.9% | +44.2% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling