+886.3%
MOD vs BLDR
+554.2%
+332.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -0.9% |
| 7D | -17.8% | -1.1% | -16.8% | -18.6% |
| 30D | -43.2% | +19.1% | -62.3% | -49.2% |
| 3M | -46.0% | -12.6% | -33.5% | -44.8% |
| 6M | -62.2% | -18.7% | -43.6% | -60.6% |
| YTD | -22.8% | -38.8% | +16.0% | -9.7% |
| 1Y | -35.5% | -41.2% | +5.7% | -23.2% |
| 3Y | +128.2% | -49.4% | +177.6% | +177.8% |
| 5Y | +791.6% | -6.0% | +797.6% | +684.6% |
| 10Y | +886.3% | +523.1% | +363.2% | +272.3% |
| All | +886.3% | +554.2% | +332.2% | +272.3% |
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