+389.2%
BLDR vs MTB
+324.8%
+64.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -2.8% | +1.7% | -4.6% | -4.1% |
| 30D | -13.3% | -4.2% | -9.1% | -10.6% |
| 3M | -12.3% | +8.9% | -21.1% | -17.6% |
| 6M | -31.5% | +10.9% | -42.3% | -36.5% |
| YTD | -36.1% | +21.5% | -57.5% | -44.8% |
| 1Y | -54.1% | +21.9% | -76.0% | -60.6% |
| 3Y | -55.8% | +109.2% | -165.0% | -75.4% |
| 5Y | +20.7% | +102.0% | -81.2% | -36.1% |
| 10Y | +390.2% | +171.9% | +218.3% | +75.6% |
| All | +389.2% | +324.8% | +64.4% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling