+498.8%
MAR vs BLDR
+479.0%
+19.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +1.6% | -3.0% | +4.6% | +2.4% |
| 30D | +13.8% | +20.1% | -6.3% | +6.0% |
| 3M | +20.3% | -17.5% | +37.8% | +26.5% |
| 6M | +21.3% | -16.1% | +37.4% | +24.6% |
| YTD | +37.2% | -41.0% | +78.2% | +57.4% |
| 1Y | +48.4% | -41.6% | +90.0% | +70.4% |
| 3Y | +120.1% | -50.8% | +170.9% | +149.8% |
| 5Y | +182.1% | -10.8% | +192.8% | +141.0% |
| All | +498.8% | +479.0% | +19.8% | +154.2% |
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