+541.5%
MAR vs BURL
+258.4%
+283.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.2% | -0.8% |
| 7D | +4.4% | +3.5% | +0.9% | +3.1% |
| 30D | +15.5% | -9.3% | +24.8% | +19.0% |
| 3M | +15.7% | -32.1% | +47.8% | +30.8% |
| 6M | +18.2% | -19.8% | +38.0% | +25.2% |
| YTD | +35.3% | -13.2% | +48.5% | +38.9% |
| 1Y | +48.6% | -7.8% | +56.5% | +48.2% |
| 3Y | +124.3% | +89.3% | +35.0% | +63.5% |
| 5Y | +159.7% | -15.8% | +175.5% | +145.1% |
| All | +541.5% | +258.4% | +283.1% | +307.8% |
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