+89.6%
BURL vs MDY
+49.6%
+40.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.0% | +1.3% |
| 7D | +3.5% | -3.4% | +6.9% | +7.4% |
| 30D | -9.3% | -3.2% | -6.1% | -6.1% |
| 3M | -32.1% | -6.7% | -25.4% | -26.9% |
| 6M | -19.8% | -1.8% | -18.0% | -18.4% |
| YTD | -13.2% | +9.2% | -22.3% | -21.3% |
| 1Y | -7.8% | +11.7% | -19.6% | -18.8% |
| All | +89.6% | +49.6% | +40.0% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling