+833.2%
MOD vs BLDR
-11.6%
+844.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.0% | +1.0% |
| 7D | +16.1% | -8.2% | +24.3% | +20.2% |
| 30D | -38.5% | +16.3% | -54.8% | -44.6% |
| 3M | -46.8% | -17.0% | -29.9% | -44.1% |
| 6M | -61.6% | -17.4% | -44.2% | -60.2% |
| YTD | -20.5% | -41.6% | +21.0% | -4.2% |
| 1Y | -28.0% | -43.5% | +15.5% | -12.0% |
| 3Y | +134.9% | -51.6% | +186.6% | +190.7% |
| 5Y | +833.2% | -11.6% | +844.7% | +682.0% |
| All | +833.2% | -11.6% | +844.7% | +682.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling