+389.2%
BLDR vs MKC
+387.1%
+2.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.2% |
| 7D | -2.8% | -5.9% | +3.0% | +1.3% |
| 30D | -13.3% | -0.9% | -12.4% | -12.9% |
| 3M | -12.3% | +12.7% | -25.0% | -20.3% |
| 6M | -31.5% | -19.3% | -12.2% | -21.5% |
| YTD | -36.1% | -22.2% | -13.9% | -25.4% |
| 1Y | -54.1% | -23.3% | -30.7% | -46.1% |
| 3Y | -55.8% | -30.0% | -25.8% | -46.5% |
| 5Y | +20.7% | -33.8% | +54.5% | +44.1% |
| 10Y | +390.2% | +24.4% | +365.8% | +182.5% |
| All | +389.2% | +387.1% | +2.1% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling