+500.9%
MAR vs BURL
+244.4%
+256.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.5% |
| 7D | +1.8% | +0.4% | +1.3% | +1.6% |
| 30D | +14.3% | -4.3% | +18.7% | +15.7% |
| 3M | +20.0% | -28.8% | +48.8% | +33.4% |
| 6M | +21.7% | -12.8% | +34.5% | +25.3% |
| YTD | +37.7% | -12.8% | +50.5% | +41.0% |
| 1Y | +46.8% | -12.3% | +59.1% | +48.9% |
| 3Y | +121.0% | +92.7% | +28.3% | +60.1% |
| 5Y | +183.1% | -6.5% | +189.6% | +155.6% |
| All | +500.9% | +244.4% | +256.5% | +289.8% |
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