+134.5%
MCHP vs BURL
+232.1%
-97.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +2.9% | +0.7% |
| 7D | +5.7% | -1.6% | +7.3% | +6.3% |
| 30D | -13.4% | -7.7% | -5.7% | -11.0% |
| 3M | -20.1% | -31.7% | +11.5% | -9.0% |
| 6M | -35.5% | -15.2% | -20.4% | -32.7% |
| YTD | -1.6% | -15.9% | +14.4% | +2.5% |
| 1Y | +15.5% | -14.2% | +29.7% | +18.4% |
| 3Y | -13.2% | +93.5% | -106.7% | -35.8% |
| 5Y | -17.5% | -9.9% | -7.6% | -23.3% |
| All | +134.5% | +232.1% | -97.5% | +59.9% |
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