+252.5%
BURL vs MDY
+171.2%
+81.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -0.9% |
| 7D | +5.9% | 0.0% | +5.8% | +5.9% |
| 30D | -8.3% | +1.0% | -9.3% | -9.3% |
| 3M | -31.6% | -4.1% | -27.5% | -28.4% |
| 6M | -16.6% | +0.6% | -17.3% | -17.2% |
| YTD | -12.1% | +12.9% | -25.0% | -23.0% |
| 1Y | -10.0% | +14.6% | -24.6% | -22.7% |
| 3Y | +94.3% | +57.1% | +37.2% | +19.1% |
| 5Y | -13.2% | +37.1% | -50.3% | -37.6% |
| 10Y | +252.5% | +171.5% | +81.0% | +18.1% |
| All | +252.5% | +171.2% | +81.4% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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