Blended Strategy Builder

Blend monthly returns for any weight combination of your models and see live performance metrics & charts. Runs entirely in this browser — nothing is uploaded anywhere.

Data inputs (click to update monthly returns)

1. Monthly Return Data

Paste two columns (Date, Return) per model — comma or tab separated, one row per month. Header row optional. Returns may be entered as percent (e.g. 2.26) or decimal (0.0226); use the toggle per box. CSV upload auto-detects date & return columns.

2. Benchmark optional

The visitor-facing benchmark switcher now lives next to the Growth chart below. Use this box only to paste/update a custom benchmark series that isn't one of the built-in presets.

3. Blend Weights

Total: 100%

Blend always uses normalized weights (they're scaled to sum to 100% automatically), calculated over months where every non-zero-weighted model has data.

4. Blended Strategy — Performance Metrics

5. Growth of $10,000

Compare against:

6. Drawdown

7. Calendar Year Returns — Blended

8. Correlation Matrix (monthly, overlapping period)

9. Blended Monthly Return Series