+906.4%
MOD vs BLDR
+568.9%
+337.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.5% | +10.2% | +7.7% |
| 7D | -25.5% | -3.7% | -21.9% | -25.7% |
| 30D | -49.0% | +16.8% | -65.8% | -54.0% |
| 3M | -49.8% | -13.7% | -36.1% | -48.4% |
| 6M | -64.8% | -21.9% | -42.9% | -62.7% |
| YTD | -27.6% | -39.2% | +11.6% | -15.2% |
| 1Y | -35.2% | -42.6% | +7.4% | -22.2% |
| 3Y | +137.1% | -50.2% | +187.3% | +190.4% |
| 5Y | +760.3% | -7.0% | +767.3% | +659.4% |
| All | +906.4% | +568.9% | +337.5% | +257.2% |
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