+539.2%
MAR vs BURL
+254.9%
+284.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +1.0% | -0.8% | +1.8% | +1.2% |
| 30D | +16.2% | -4.4% | +20.6% | +17.7% |
| 3M | +23.1% | -28.6% | +51.6% | +36.7% |
| 6M | +22.0% | -12.3% | +34.3% | +25.3% |
| YTD | +39.2% | -11.3% | +50.4% | +41.7% |
| 1Y | +48.3% | -10.4% | +58.7% | +49.3% |
| 3Y | +123.4% | +96.1% | +27.3% | +60.8% |
| 5Y | +185.4% | -5.0% | +190.4% | +156.2% |
| 10Y | +539.2% | +251.8% | +287.4% | +303.8% |
| All | +539.2% | +254.9% | +284.3% | +303.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling