+133.4%
MCHP vs BURL
+247.8%
-114.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -1.4% |
| 7D | -22.6% | +5.9% | -28.4% | -24.1% |
| 30D | -20.1% | -8.3% | -11.8% | -17.7% |
| 3M | -25.4% | -31.6% | +6.2% | -15.0% |
| 6M | -38.4% | -16.6% | -21.8% | -35.3% |
| YTD | -3.7% | -12.1% | +8.4% | -1.4% |
| 1Y | +11.7% | -10.0% | +21.7% | +12.6% |
| 3Y | -16.1% | +94.3% | -110.4% | -38.0% |
| 5Y | -16.9% | -13.2% | -3.7% | -21.7% |
| 10Y | +133.4% | +252.5% | -119.1% | +56.3% |
| All | +133.4% | +247.8% | -114.4% | +56.3% |
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