+4,524.1%
MU vs BLDR
+473.7%
+4,050.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -0.3% |
| 7D | +21.6% | -8.2% | +29.9% | +25.2% |
| 30D | -16.2% | +16.3% | -32.5% | -22.1% |
| 3M | -12.4% | -17.0% | +4.6% | -8.2% |
| 6M | +4.2% | -17.4% | +21.6% | +8.2% |
| YTD | +180.0% | -41.6% | +221.5% | +223.8% |
| 1Y | +226.4% | -43.5% | +269.9% | +281.5% |
| 3Y | +969.7% | -51.6% | +1,021.4% | +1,150.0% |
| 5Y | +957.9% | -11.6% | +969.5% | +825.9% |
| All | +4,524.1% | +473.7% | +4,050.4% | +1,679.7% |
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