+180.0%
MCD vs BLDR
+359.8%
-179.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.8% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | -6.1% | -16.2% | +10.1% | -3.7% |
| 3M | -7.3% | -14.4% | +7.2% | -5.7% |
| 6M | -20.9% | -32.8% | +11.9% | -16.8% |
| YTD | -14.7% | -39.2% | +24.5% | -9.3% |
| 1Y | -16.1% | -57.7% | +41.6% | -5.8% |
| 3Y | -1.5% | -55.3% | +53.8% | +5.4% |
| 5Y | +20.4% | +15.6% | +4.8% | +2.6% |
| 10Y | +180.0% | +359.8% | -179.8% | +70.2% |
| All | +180.0% | +359.8% | -179.8% | +70.2% |
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