+163.8%
MPC vs BLDR
-50.4%
+214.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.9% |
| 7D | -16.2% | -3.7% | -12.5% | -16.0% |
| 30D | -15.7% | +16.8% | -32.5% | -16.9% |
| 3M | +24.9% | -13.7% | +38.6% | +26.3% |
| 6M | +52.7% | -21.9% | +74.5% | +55.3% |
| YTD | +131.9% | -39.2% | +171.1% | +145.2% |
| 1Y | +96.6% | -42.6% | +139.3% | +110.1% |
| 3Y | +163.8% | -50.2% | +214.0% | +179.4% |
| All | +163.8% | -50.4% | +214.2% | +179.4% |
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