+1,862.8%
MTZ vs BLDR
+389.2%
+1,473.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -4.5% | +14.1% | +10.6% |
| 7D | -6.4% | -3.7% | -2.8% | -6.3% |
| 30D | -22.1% | +16.8% | -38.8% | -25.8% |
| 3M | -32.7% | -13.7% | -18.9% | -31.3% |
| 6M | -59.8% | -21.9% | -38.0% | -58.4% |
| YTD | -19.9% | -39.2% | +19.3% | -13.0% |
| 1Y | -11.5% | -42.6% | +31.2% | -2.7% |
| 3Y | +258.1% | -50.2% | +308.3% | +296.1% |
| 5Y | +85.5% | -7.0% | +92.5% | +70.8% |
| 10Y | +492.2% | +584.2% | -92.1% | +241.8% |
| All | +1,862.8% | +389.2% | +1,473.6% | +867.5% |
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