+376.5%
BLDR vs MKTX
+5.0%
+371.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | -8.2% | -0.2% | -8.0% | -8.2% |
| 30D | -16.6% | +0.7% | -17.4% | -16.8% |
| 3M | -23.2% | +40.8% | -64.0% | -31.4% |
| 6M | -33.7% | -8.0% | -25.7% | -32.9% |
| YTD | -41.3% | -8.7% | -32.6% | -40.5% |
| 1Y | -58.8% | -11.8% | -47.0% | -57.9% |
| 3Y | -57.5% | -24.0% | -33.4% | -56.0% |
| 5Y | +12.9% | -60.3% | +73.2% | +40.6% |
| All | +376.5% | +5.0% | +371.4% | +304.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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