+131.0%
MCHP vs BURL
+261.4%
-130.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.2% | +1.2% | +3.9% |
| 7D | -19.2% | +7.7% | -26.9% | -21.3% |
| 30D | -18.6% | -7.1% | -11.5% | -16.5% |
| 3M | -27.0% | -30.3% | +3.3% | -17.4% |
| 6M | -37.3% | -15.5% | -21.7% | -34.4% |
| YTD | -1.8% | -11.0% | +9.1% | +0.1% |
| 1Y | +12.1% | -8.4% | +20.6% | +12.3% |
| 3Y | -10.0% | +96.7% | -106.7% | -33.8% |
| 5Y | -17.3% | -14.1% | -3.2% | -21.8% |
| 10Y | +131.0% | +255.1% | -124.1% | +53.4% |
| All | +131.0% | +261.4% | -130.4% | +53.4% |
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