+12.0%
MUZ vs BLDR
-16.0%
+28.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.5% | -5.3% | -8.5% |
| 7D | +45.8% | -3.7% | +49.4% | +44.9% |
| 30D | +99.8% | +16.8% | +83.1% | +92.9% |
| 3M | +12.0% | -13.7% | +25.7% | -0.1% |
| All | +12.0% | -16.0% | +28.0% | -0.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling