+205.9%
MCD vs BURL
+254.9%
-49.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.8% |
| 7D | -1.9% | -0.8% | -1.1% | -1.8% |
| 30D | +16.6% | -4.4% | +21.0% | +17.4% |
| 3M | +0.9% | -28.6% | +29.5% | +5.9% |
| 6M | +1.5% | -12.3% | +13.8% | +2.9% |
| YTD | -8.3% | -11.3% | +2.9% | -7.5% |
| 1Y | -8.1% | -10.4% | +2.3% | -7.7% |
| 3Y | +10.3% | +96.1% | -85.8% | -6.2% |
| 5Y | +23.4% | -5.0% | +28.4% | +17.2% |
| 10Y | +205.9% | +251.8% | -45.9% | +137.9% |
| All | +205.9% | +254.9% | -49.0% | +137.9% |
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