+1,017.5%
MDB vs BLDR
+258.0%
+759.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.3% |
| 7D | -4.5% | -2.7% | -1.8% | -3.7% |
| 30D | -14.0% | -14.7% | +0.7% | -9.3% |
| 3M | +5.3% | -20.8% | +26.1% | +12.3% |
| 6M | +31.9% | -35.3% | +67.2% | +49.1% |
| YTD | -14.6% | -40.3% | +25.7% | -1.6% |
| 1Y | +8.2% | -56.3% | +64.5% | +38.7% |
| 3Y | -5.0% | -56.1% | +51.1% | +15.1% |
| 5Y | -24.5% | +12.9% | -37.5% | -33.7% |
| All | +1,017.5% | +258.0% | +759.5% | +619.7% |
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