+365.4%
BLDR vs MTB
+172.9%
+192.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.4% | -4.2% |
| 7D | -8.1% | -0.4% | -7.7% | -7.9% |
| 30D | -21.5% | -4.6% | -16.9% | -19.3% |
| 3M | -21.0% | +7.4% | -28.4% | -24.3% |
| 6M | -37.1% | +18.7% | -55.7% | -43.2% |
| YTD | -42.7% | +21.1% | -63.8% | -49.0% |
| 1Y | -58.0% | +24.1% | -82.0% | -63.2% |
| 3Y | -57.8% | +115.3% | -173.2% | -73.8% |
| 5Y | +10.3% | +106.0% | -95.7% | -33.1% |
| All | +365.4% | +172.9% | +192.5% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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