+380.7%
MCO vs BURL
+206.3%
+174.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -1.6% |
| 7D | -2.7% | -2.6% | -0.2% | -2.1% |
| 30D | +0.9% | -30.8% | +31.7% | +10.1% |
| 3M | +8.7% | -18.7% | +27.3% | +13.7% |
| 6M | +2.4% | -16.4% | +18.9% | +6.0% |
| YTD | -5.2% | -11.6% | +6.4% | -3.5% |
| 1Y | -4.4% | -12.0% | +7.6% | -3.4% |
| 3Y | +45.1% | +63.6% | -18.5% | +20.7% |
| 5Y | +31.5% | -12.6% | +44.1% | +23.5% |
| 10Y | +380.7% | +206.5% | +174.2% | +245.6% |
| All | +380.7% | +206.3% | +174.4% | +245.6% |
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