-1.9%
MCHP vs BURL
+63.9%
-65.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.5% |
| 7D | +1.7% | -2.8% | +4.5% | +2.6% |
| 30D | -4.1% | -28.2% | +24.1% | +7.4% |
| 3M | -22.5% | -17.6% | -4.9% | -17.7% |
| 6M | +7.3% | -11.8% | +19.1% | +10.2% |
| YTD | +18.4% | -8.1% | +26.5% | +19.4% |
| 1Y | +18.1% | -12.0% | +30.1% | +19.8% |
| All | -1.9% | +63.9% | -65.8% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling