+662.8%
MCK vs BURL
+1,051.1%
-388.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.7% |
| 7D | +1.7% | -2.8% | +4.5% | +2.0% |
| 30D | +3.6% | -28.2% | +31.8% | +7.4% |
| 3M | +20.1% | -17.6% | +37.7% | +22.5% |
| 6M | -7.0% | -11.8% | +4.8% | -6.3% |
| YTD | +11.0% | -8.1% | +19.2% | +11.4% |
| 1Y | +31.8% | -12.0% | +43.8% | +32.4% |
| 3Y | +123.1% | +63.3% | +59.8% | +101.5% |
| 5Y | +351.7% | -10.8% | +362.5% | +337.6% |
| 10Y | +435.4% | +215.9% | +219.5% | +311.0% |
| All | +662.8% | +1,051.1% | -388.3% | +439.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling