+1,064.5%
MOD vs BLDR
+479.0%
+585.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.9% | +26.9% | +27.5% |
| 7D | +40.4% | -3.0% | +43.4% | +42.5% |
| 30D | -14.0% | +20.1% | -34.1% | -23.4% |
| 3M | -33.3% | -17.5% | -15.8% | -29.9% |
| 6M | -51.4% | -16.1% | -35.3% | -50.1% |
| YTD | +1.6% | -41.0% | +42.6% | +20.8% |
| 1Y | +5.4% | -41.6% | +47.0% | +25.4% |
| 3Y | +191.0% | -50.8% | +241.8% | +258.6% |
| 5Y | +1,093.1% | -10.8% | +1,103.9% | +975.3% |
| All | +1,064.5% | +479.0% | +585.5% | +351.9% |
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