+21.6%
MCD vs BURL
-11.0%
+32.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.7% |
| 7D | -2.8% | -2.8% | 0.0% | -2.6% |
| 30D | -6.0% | -28.2% | +22.1% | -3.9% |
| 3M | -5.6% | -17.6% | +12.0% | -4.3% |
| 6M | -21.9% | -11.8% | -10.1% | -21.3% |
| YTD | -14.7% | -8.1% | -6.6% | -14.4% |
| 1Y | -17.3% | -12.0% | -5.3% | -16.9% |
| 3Y | -2.2% | +63.3% | -65.5% | -7.5% |
| All | +21.6% | -11.0% | +32.6% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling