+312.8%
MCD vs BURL
+1,021.0%
-708.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +7.7% | -1.2% | +5.4% |
| 7D | +11.9% | +10.4% | +1.5% | +10.3% |
| 30D | +20.2% | -4.9% | +25.2% | +21.1% |
| 3M | +5.2% | -29.8% | +34.9% | +10.3% |
| 6M | 0.0% | -16.5% | +16.5% | +2.0% |
| YTD | -6.5% | -10.5% | +4.0% | -5.8% |
| 1Y | -3.9% | -5.3% | +1.4% | -4.3% |
| 3Y | +12.5% | +95.1% | -82.6% | -2.9% |
| 5Y | +24.2% | -12.1% | +36.3% | +19.5% |
| 10Y | +220.9% | +273.2% | -52.3% | +142.8% |
| All | +312.8% | +1,021.0% | -708.2% | +195.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling