+11.2%
MCD vs BURL
+89.8%
-78.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | -0.6% |
| 7D | +8.0% | +3.5% | +4.6% | +7.8% |
| 30D | +19.6% | -9.3% | +28.9% | +20.1% |
| 3M | +2.2% | -32.1% | +34.3% | +4.0% |
| 6M | -1.1% | -19.8% | +18.7% | -0.1% |
| YTD | -7.2% | -13.2% | +5.9% | -6.6% |
| 1Y | -6.7% | -7.8% | +1.1% | -6.4% |
| All | +11.2% | +89.8% | -78.6% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling