+137.1%
MOD vs BLDR
-50.4%
+187.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.5% | +10.2% | +7.3% |
| 7D | -25.5% | -3.7% | -21.9% | -25.6% |
| 30D | -49.0% | +16.8% | -65.8% | -53.6% |
| 3M | -49.8% | -13.7% | -36.1% | -48.0% |
| 6M | -64.8% | -21.9% | -42.9% | -62.3% |
| YTD | -27.6% | -39.2% | +11.6% | -14.5% |
| 1Y | -35.2% | -42.6% | +7.4% | -21.4% |
| 3Y | +137.1% | -50.2% | +187.3% | +179.5% |
| All | +137.1% | -50.4% | +187.6% | +179.5% |
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