+114.1%
MCK vs BURL
+64.3%
+49.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.7% | -2.1% |
| 7D | -1.9% | -2.6% | +0.6% | -2.0% |
| 30D | +2.4% | -30.8% | +33.1% | +1.7% |
| 3M | +16.1% | -18.7% | +34.8% | +15.8% |
| 6M | -3.1% | -16.4% | +13.4% | -3.2% |
| YTD | +8.7% | -11.6% | +20.3% | +8.8% |
| 1Y | +28.1% | -12.0% | +40.1% | +28.1% |
| 3Y | +114.1% | +63.6% | +50.5% | +124.1% |
| All | +114.1% | +64.3% | +49.9% | +124.1% |
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