+302.4%
MXL vs BLDR
+383.3%
-80.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.4% | +5.2% | +6.5% |
| 7D | +18.9% | -8.2% | +27.1% | +23.0% |
| 30D | +0.3% | -16.6% | +17.0% | +7.8% |
| 3M | -8.0% | -23.2% | +15.1% | +0.3% |
| 6M | +341.2% | -33.7% | +375.0% | +404.9% |
| YTD | +327.8% | -41.3% | +369.2% | +411.1% |
| 1Y | +364.9% | -58.8% | +423.7% | +551.0% |
| 3Y | +229.2% | -57.5% | +286.7% | +313.6% |
| 5Y | +42.8% | +12.9% | +29.9% | +8.6% |
| All | +302.4% | +383.3% | -80.9% | +72.6% |
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