-16.2%
MCHP vs BURL
+86.7%
-103.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -1.6% | -8.4% | -9.5% |
| 7D | -24.6% | +4.1% | -28.6% | -25.5% |
| 30D | -25.2% | -9.5% | -15.7% | -22.7% |
| 3M | -21.1% | -33.5% | +12.5% | -9.6% |
| 6M | -42.7% | -22.1% | -20.6% | -38.5% |
| YTD | -6.9% | -14.6% | +7.7% | -4.1% |
| 1Y | +0.9% | -8.4% | +9.2% | 0.0% |
| 3Y | -16.2% | +86.6% | -102.8% | -22.6% |
| All | -16.2% | +86.7% | -103.0% | -22.6% |
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