+161.8%
MAR vs BURL
-11.0%
+172.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.5% |
| 7D | -4.2% | -2.8% | -1.4% | -3.5% |
| 30D | -6.7% | -28.2% | +21.5% | +1.3% |
| 3M | -12.5% | -17.6% | +5.1% | -8.4% |
| 6M | +0.6% | -11.8% | +12.3% | +2.9% |
| YTD | +9.1% | -8.1% | +17.3% | +10.3% |
| 1Y | +26.2% | -12.0% | +38.2% | +28.0% |
| 3Y | +68.2% | +63.3% | +4.9% | +40.7% |
| All | +161.8% | -11.0% | +172.8% | +168.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling