-5.0%
MCD vs BURL
-7.8%
+2.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | +7.1% | +4.1% | +3.0% | +6.7% |
| 30D | +19.8% | -9.5% | +29.2% | +20.5% |
| 3M | +0.8% | -33.5% | +34.3% | +3.9% |
| 6M | -1.3% | -22.1% | +20.8% | +0.8% |
| YTD | -7.8% | -14.6% | +6.8% | -5.9% |
| 1Y | -5.0% | -8.4% | +3.4% | -3.6% |
| All | -5.0% | -7.8% | +2.9% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling