-17.3%
MCD vs BLDR
-52.1%
+34.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.7% |
| 7D | -2.8% | -2.8% | 0.0% | -2.6% |
| 30D | -6.0% | -13.3% | +7.3% | -5.2% |
| 3M | -5.6% | -12.3% | +6.7% | -5.0% |
| 6M | -21.9% | -31.5% | +9.6% | -20.1% |
| YTD | -14.7% | -36.1% | +21.4% | -12.9% |
| 1Y | -17.3% | -54.1% | +36.8% | -16.5% |
| All | -17.3% | -52.1% | +34.8% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling