+127.0%
MP vs BLDR
-50.4%
+177.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.5% | +9.5% | +6.1% |
| 7D | -10.5% | -3.7% | -6.9% | -10.0% |
| 30D | -23.5% | +16.8% | -40.3% | -27.3% |
| 3M | -25.4% | -13.7% | -11.7% | -23.2% |
| 6M | -51.3% | -21.9% | -29.4% | -49.0% |
| YTD | -29.9% | -39.2% | +9.3% | -22.1% |
| 1Y | -31.8% | -42.6% | +10.8% | -23.3% |
| 3Y | +127.0% | -50.2% | +177.2% | +131.0% |
| All | +127.0% | -50.4% | +177.4% | +131.0% |
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 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