-15.9%
BURL vs MDY
+31.3%
-47.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.3% |
| 7D | +4.1% | -1.7% | +5.7% | +6.1% |
| 30D | -9.5% | -0.9% | -8.5% | -8.6% |
| 3M | -33.5% | -5.7% | -27.8% | -28.8% |
| 6M | -22.1% | -2.9% | -19.2% | -19.5% |
| YTD | -14.6% | +9.8% | -24.4% | -23.7% |
| 1Y | -8.4% | +13.5% | -21.8% | -21.5% |
| 3Y | +86.6% | +51.9% | +34.6% | +11.9% |
| All | -15.9% | +31.3% | -47.2% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling