+213.4%
MCD vs BURL
+258.4%
-45.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | -0.3% |
| 7D | +8.0% | +3.5% | +4.6% | +7.5% |
| 30D | +19.6% | -9.3% | +28.9% | +21.3% |
| 3M | +2.2% | -32.1% | +34.3% | +8.0% |
| 6M | -1.1% | -19.8% | +18.7% | +1.6% |
| YTD | -7.2% | -13.2% | +5.9% | -6.1% |
| 1Y | -6.7% | -7.8% | +1.1% | -6.7% |
| 3Y | +11.6% | +89.3% | -77.7% | -4.6% |
| 5Y | +22.6% | -15.8% | +38.5% | +19.7% |
| All | +213.4% | +258.4% | -45.0% | +144.3% |
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