+137.7%
MCHP vs BURL
+254.9%
-117.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.6% |
| 7D | -17.5% | -0.8% | -16.7% | -17.1% |
| 30D | -15.8% | -4.4% | -11.4% | -14.6% |
| 3M | -22.9% | -28.6% | +5.7% | -13.5% |
| 6M | -36.6% | -12.3% | -24.3% | -34.6% |
| YTD | -0.8% | -11.3% | +10.4% | +1.3% |
| 1Y | +16.5% | -10.4% | +27.0% | +17.7% |
| 3Y | -13.6% | +96.1% | -109.7% | -36.4% |
| 5Y | -17.0% | -5.0% | -12.0% | -24.3% |
| 10Y | +137.7% | +251.8% | -114.1% | +58.5% |
| All | +137.7% | +254.9% | -117.2% | +58.5% |
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 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