-9.4%
BLDR vs MTB
+61.4%
-70.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | -3.0% | +1.5% | -4.5% | -3.8% |
| 30D | +20.1% | +2.3% | +17.8% | +19.0% |
| 3M | -17.5% | -12.1% | -5.4% | -10.7% |
| 6M | -16.1% | +9.8% | -25.9% | -20.2% |
| YTD | -41.0% | +12.0% | -53.0% | -44.5% |
| 1Y | -41.6% | +22.0% | -63.6% | -47.6% |
| 3Y | -50.8% | +107.6% | -158.4% | -66.7% |
| All | -9.4% | +61.4% | -70.8% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling