+26.2%
MAR vs BLDR
-52.1%
+78.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.4% |
| 7D | -4.2% | -2.8% | -1.3% | -3.6% |
| 30D | -6.7% | -13.3% | +6.6% | -4.1% |
| 3M | -12.5% | -12.3% | -0.2% | -10.9% |
| 6M | +0.6% | -31.5% | +32.0% | +8.8% |
| YTD | +9.1% | -36.1% | +45.2% | +20.3% |
| 1Y | +26.2% | -54.1% | +80.3% | +46.6% |
| All | +26.2% | -52.1% | +78.3% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 1y: compounded portfolio wealth divided by compounded BLDR 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…
1y analysis · Full analysis span regression · 6 months rolling