+442.2%
MMM vs BLDR
+392.3%
+49.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +1.0% |
| 7D | +7.0% | -1.1% | +8.0% | +7.1% |
| 30D | +18.4% | +19.1% | -0.7% | +15.4% |
| 3M | +4.5% | -12.6% | +17.1% | +6.0% |
| 6M | +33.4% | -18.7% | +52.1% | +36.1% |
| YTD | +20.0% | -38.8% | +58.8% | +26.7% |
| 1Y | +15.0% | -41.2% | +56.2% | +22.0% |
| 3Y | +165.0% | -49.4% | +214.4% | +182.6% |
| 5Y | +47.9% | -6.0% | +53.9% | +43.4% |
| 10Y | +79.6% | +523.1% | -443.4% | +33.5% |
| All | +442.2% | +392.3% | +49.9% | +220.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling