+177.3%
MCD vs BURL
+215.5%
-38.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.9% |
| 7D | -2.8% | -2.8% | 0.0% | -2.4% |
| 30D | -6.0% | -28.2% | +22.1% | -1.3% |
| 3M | -5.6% | -17.6% | +12.0% | -3.0% |
| 6M | -21.9% | -11.8% | -10.1% | -20.8% |
| YTD | -14.7% | -8.1% | -6.6% | -14.2% |
| 1Y | -17.3% | -12.0% | -5.3% | -16.6% |
| 3Y | -2.2% | +63.3% | -65.5% | -13.9% |
| 5Y | +20.3% | -10.8% | +31.1% | +16.3% |
| All | +177.3% | +215.5% | -38.2% | +116.0% |
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