+1,533.7%
MAR vs BLDR
+374.7%
+1,159.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +1.6% | -3.0% | +4.6% | +2.2% |
| 30D | +13.8% | +20.1% | -6.3% | +8.7% |
| 3M | +20.3% | -17.5% | +37.8% | +24.4% |
| 6M | +21.3% | -16.1% | +37.4% | +23.7% |
| YTD | +37.2% | -41.0% | +78.2% | +50.3% |
| 1Y | +48.4% | -41.6% | +90.0% | +62.7% |
| 3Y | +120.1% | -50.8% | +170.9% | +142.5% |
| 5Y | +182.1% | -10.8% | +192.8% | +167.1% |
| 10Y | +530.2% | +486.3% | +43.9% | +286.9% |
| All | +1,533.7% | +374.7% | +1,159.0% | +538.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling