+589.7%
MOD vs BLDR
+414.6%
+175.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +3.5% |
| 7D | +9.6% | -2.8% | +12.4% | +10.5% |
| 30D | 0.0% | -13.3% | +13.3% | +4.4% |
| 3M | -35.4% | -12.3% | -23.1% | -33.3% |
| 6M | -7.3% | -31.5% | +24.2% | +3.4% |
| YTD | +45.8% | -36.1% | +81.9% | +65.1% |
| 1Y | +43.1% | -54.1% | +97.2% | +79.6% |
| 3Y | +297.7% | -55.8% | +353.4% | +395.9% |
| 5Y | +1,478.8% | +20.7% | +1,458.0% | +1,309.2% |
| 10Y | +1,633.4% | +390.2% | +1,243.2% | +840.6% |
| All | +589.7% | +414.6% | +175.0% | +73.0% |
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 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