+463.0%
MCO vs BURL
+254.9%
+208.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -2.5% | -0.8% | -1.7% | -2.4% |
| 30D | +9.4% | -4.4% | +13.9% | +10.6% |
| 3M | +8.3% | -28.6% | +36.9% | +16.8% |
| 6M | +15.4% | -12.3% | +27.6% | +17.7% |
| YTD | +1.5% | -11.3% | +12.7% | +2.8% |
| 1Y | +5.4% | -10.4% | +15.8% | +6.0% |
| 3Y | +53.1% | +96.1% | -43.0% | +21.3% |
| 5Y | +39.4% | -5.0% | +44.4% | +27.8% |
| 10Y | +463.0% | +251.8% | +211.2% | +298.2% |
| All | +463.0% | +254.9% | +208.1% | +298.2% |
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