+93.5%
BURL vs MDY
+56.8%
+36.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.4% |
| 7D | -1.6% | +2.3% | -3.8% | -3.9% |
| 30D | -7.7% | +2.0% | -9.7% | -9.7% |
| 3M | -31.7% | -5.6% | -26.0% | -27.2% |
| 6M | -15.2% | +1.3% | -16.4% | -16.5% |
| YTD | -15.9% | +12.3% | -28.3% | -26.1% |
| 1Y | -14.2% | +15.8% | -30.0% | -27.3% |
| 3Y | +93.5% | +56.5% | +37.0% | +23.9% |
| All | +93.5% | +56.8% | +36.7% | +23.9% |
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