+1,106.5%
MPC vs BLDR
+383.4%
+723.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.5% |
| 7D | +5.4% | -2.8% | +8.3% | +6.2% |
| 30D | +31.0% | -13.3% | +44.2% | +36.0% |
| 3M | +46.0% | -12.3% | +58.3% | +48.5% |
| 6M | +77.3% | -31.5% | +108.8% | +91.7% |
| YTD | +141.9% | -36.1% | +178.0% | +165.5% |
| 1Y | +120.9% | -54.1% | +175.0% | +169.1% |
| 3Y | +182.7% | -55.8% | +238.5% | +225.1% |
| 5Y | +646.4% | +20.7% | +625.7% | +421.7% |
| All | +1,106.5% | +383.4% | +723.1% | +360.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling