+789.9%
MCK vs BURL
+1,015.7%
-225.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.4% | -0.6% |
| 7D | +6.1% | +7.7% | -1.6% | +5.2% |
| 30D | +12.8% | -7.1% | +20.0% | +13.7% |
| 3M | +22.0% | -30.3% | +52.3% | +26.7% |
| 6M | +44.2% | -15.5% | +59.8% | +46.3% |
| YTD | +29.5% | -11.0% | +40.5% | +30.2% |
| 1Y | +24.8% | -8.4% | +33.3% | +24.8% |
| 3Y | +132.4% | +96.7% | +35.8% | +104.2% |
| 5Y | +395.3% | -14.1% | +409.4% | +382.1% |
| 10Y | +706.8% | +255.1% | +451.7% | +509.8% |
| All | +789.9% | +1,015.7% | -225.8% | +531.3% |
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