+424.9%
MAR vs BLDR
+372.1%
+52.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +0.6% |
| 7D | -2.1% | -8.1% | +6.0% | +0.7% |
| 30D | -5.7% | -21.5% | +15.8% | +2.0% |
| 3M | -14.6% | -21.0% | +6.3% | -9.3% |
| 6M | +1.3% | -37.1% | +38.4% | +15.6% |
| YTD | +6.7% | -42.7% | +49.4% | +24.8% |
| 1Y | +26.4% | -58.0% | +84.4% | +63.5% |
| 3Y | +64.7% | -57.8% | +122.6% | +98.7% |
| 5Y | +153.1% | +10.3% | +142.8% | +102.3% |
| All | +424.9% | +372.1% | +52.7% | +137.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling