-13.2%
BURL vs MDY
+36.2%
-49.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -0.9% |
| 7D | +5.9% | 0.0% | +5.8% | +5.8% |
| 30D | -8.3% | +1.0% | -9.3% | -9.4% |
| 3M | -31.6% | -4.1% | -27.5% | -28.2% |
| 6M | -16.6% | +0.6% | -17.3% | -17.4% |
| YTD | -12.1% | +12.9% | -25.0% | -23.9% |
| 1Y | -10.0% | +14.6% | -24.6% | -23.7% |
| 3Y | +94.3% | +57.1% | +37.2% | +12.1% |
| 5Y | -13.2% | +37.1% | -50.3% | -42.4% |
| All | -13.2% | +36.2% | -49.4% | -42.4% |
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