+10.5%
MCD vs BLDR
-50.4%
+61.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | -0.2% |
| 7D | +7.1% | -3.7% | +10.8% | +7.4% |
| 30D | +19.8% | +16.8% | +3.0% | +18.4% |
| 3M | +0.8% | -13.7% | +14.6% | +1.5% |
| 6M | -1.3% | -21.9% | +20.5% | -0.3% |
| YTD | -7.8% | -39.2% | +31.5% | -5.8% |
| 1Y | -5.0% | -42.6% | +37.7% | -2.7% |
| 3Y | +10.5% | -50.2% | +60.8% | +13.0% |
| All | +10.5% | -50.4% | +61.0% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling