+457.5%
MCO vs BURL
+261.4%
+196.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | +0.1% |
| 7D | +1.0% | +7.7% | -6.7% | -0.8% |
| 30D | +10.1% | -7.1% | +17.2% | +12.0% |
| 3M | +7.2% | -30.3% | +37.5% | +16.3% |
| 6M | +13.8% | -15.5% | +29.3% | +17.2% |
| YTD | +0.7% | -11.0% | +11.7% | +2.0% |
| 1Y | +5.6% | -8.4% | +14.1% | +5.7% |
| 3Y | +54.1% | +96.7% | -42.6% | +22.0% |
| 5Y | +36.0% | -14.1% | +50.0% | +28.3% |
| 10Y | +457.5% | +255.1% | +202.5% | +293.3% |
| All | +457.5% | +261.4% | +196.2% | +293.3% |
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 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