+110.7%
MCK vs BLDR
-57.1%
+167.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | +0.2% |
| 7D | -2.9% | -8.2% | +5.3% | -3.2% |
| 30D | +0.4% | -16.6% | +17.1% | -0.2% |
| 3M | +12.1% | -23.2% | +35.3% | +11.2% |
| 6M | -5.4% | -33.7% | +28.3% | -6.6% |
| YTD | +7.8% | -41.3% | +49.1% | +5.9% |
| 1Y | +22.9% | -58.8% | +81.8% | +19.2% |
| 3Y | +110.7% | -57.5% | +168.2% | +113.2% |
| All | +110.7% | -57.1% | +167.8% | +113.2% |
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 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