+219.8%
MOD vs BLDR
+412.4%
-192.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.8% | -1.5% | -5.4% |
| 7D | -34.2% | +3.9% | -38.0% | -35.8% |
| 30D | -51.9% | +16.5% | -68.4% | -55.2% |
| 3M | -53.0% | -13.7% | -39.4% | -52.0% |
| 6M | -66.4% | -12.2% | -54.2% | -66.1% |
| YTD | -31.5% | -36.3% | +4.8% | -24.1% |
| 1Y | -39.6% | -41.3% | +1.7% | -31.3% |
| 3Y | +116.8% | -48.3% | +165.2% | +151.7% |
| 5Y | +713.8% | -2.6% | +716.4% | +659.3% |
| 10Y | +882.7% | +616.6% | +266.1% | +368.9% |
| All | +219.8% | +412.4% | -192.5% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling