+94.5%
MO vs BLDR
-58.1%
+152.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.3% | +1.3% |
| 7D | -1.0% | -8.1% | +7.1% | -1.0% |
| 30D | +5.8% | -21.5% | +27.3% | +5.7% |
| 3M | -4.5% | -21.0% | +16.4% | -4.5% |
| 6M | +5.7% | -37.1% | +42.8% | +5.8% |
| YTD | +23.1% | -42.7% | +65.8% | +23.2% |
| 1Y | +10.9% | -58.0% | +68.9% | +10.6% |
| All | +94.5% | -58.1% | +152.5% | +96.6% |
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