+886.6%
BURL vs MKTX
+205.9%
+680.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +4.1% | +0.2% | +3.9% | +4.0% |
| 30D | -9.5% | +0.9% | -10.3% | -9.6% |
| 3M | -33.5% | +2.3% | -35.8% | -33.8% |
| 6M | -22.1% | +12.4% | -34.5% | -24.7% |
| YTD | -14.6% | -7.3% | -7.3% | -14.2% |
| 1Y | -8.4% | +1.8% | -10.2% | -10.0% |
| 3Y | +86.6% | -21.2% | +107.7% | +88.5% |
| 5Y | -17.2% | -54.6% | +37.4% | -5.6% |
| 10Y | +256.4% | +21.5% | +234.9% | +183.3% |
| All | +886.6% | +205.9% | +680.7% | +452.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 all: compounded portfolio wealth divided by compounded MKTX 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…
all analysis · Full analysis span regression · 6 months rolling