+807.1%
MCK vs BURL
+1,011.9%
-204.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +1.0% | -0.8% | +1.8% | +1.0% |
| 30D | +13.0% | -4.4% | +17.4% | +13.5% |
| 3M | +19.9% | -28.6% | +48.4% | +24.2% |
| 6M | +49.2% | -12.3% | +61.5% | +50.7% |
| YTD | +32.0% | -11.3% | +43.3% | +32.8% |
| 1Y | +26.6% | -10.4% | +37.0% | +26.9% |
| 3Y | +133.2% | +96.1% | +37.1% | +104.9% |
| 5Y | +397.2% | -5.0% | +402.2% | +374.8% |
| 10Y | +714.6% | +251.8% | +462.8% | +516.3% |
| All | +807.1% | +1,011.9% | -204.8% | +543.7% |
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