+446.4%
MCK vs BURL
+188.6%
+257.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.6% | +1.0% |
| 7D | -3.6% | -7.0% | +3.4% | -2.8% |
| 30D | +1.4% | -35.6% | +37.1% | +6.4% |
| 3M | +13.8% | -26.3% | +40.1% | +17.5% |
| 6M | -5.2% | -20.7% | +15.5% | -3.2% |
| YTD | +9.0% | -17.2% | +26.2% | +10.6% |
| 1Y | +26.9% | -15.0% | +41.9% | +27.8% |
| 3Y | +114.7% | +53.2% | +61.5% | +94.6% |
| 5Y | +347.1% | -18.7% | +365.8% | +341.3% |
| 10Y | +446.4% | +192.1% | +254.3% | +337.4% |
| All | +446.4% | +188.6% | +257.8% | +337.4% |
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