+154.9%
MAR vs BLDR
+12.1%
+142.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.4% |
| 7D | -0.5% | -2.7% | +2.2% | +0.3% |
| 30D | -4.7% | -14.7% | +10.0% | -0.4% |
| 3M | -15.6% | -20.8% | +5.2% | -10.9% |
| 6M | +1.2% | -35.3% | +36.6% | +13.1% |
| YTD | +7.5% | -40.3% | +47.8% | +22.4% |
| 1Y | +26.6% | -56.3% | +82.9% | +58.2% |
| 3Y | +66.0% | -56.1% | +122.1% | +92.3% |
| All | +154.9% | +12.1% | +142.8% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling