+183.5%
MAR vs BLDR
-11.9%
+195.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +1.6% | -3.0% | +4.6% | +2.3% |
| 30D | +13.8% | +20.1% | -6.3% | +7.0% |
| 3M | +20.3% | -17.5% | +37.8% | +25.8% |
| 6M | +21.3% | -16.1% | +37.4% | +24.3% |
| YTD | +37.2% | -41.0% | +78.2% | +55.5% |
| 1Y | +48.4% | -41.6% | +90.0% | +68.3% |
| 3Y | +120.1% | -50.8% | +170.9% | +142.6% |
| All | +183.5% | -11.9% | +195.5% | +110.6% |
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 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