-10.4%
BURL vs MDY
+15.7%
-26.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.2% |
| 7D | -0.8% | +0.2% | -1.0% | -1.0% |
| 30D | -4.4% | +2.1% | -6.6% | -6.3% |
| 3M | -28.6% | -3.6% | -24.9% | -26.2% |
| 6M | -12.3% | +1.7% | -14.0% | -14.1% |
| YTD | -11.3% | +13.8% | -25.1% | -19.1% |
| 1Y | -10.4% | +15.5% | -26.0% | -18.3% |
| All | -10.4% | +15.7% | -26.2% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling