+35.7%
MCO vs BURL
-10.8%
+46.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +1.0% |
| 7D | +0.5% | -1.6% | +2.1% | +0.8% |
| 30D | +9.8% | -7.7% | +17.6% | +11.5% |
| 3M | +4.3% | -31.7% | +35.9% | +11.9% |
| 6M | +16.5% | -15.2% | +31.6% | +19.2% |
| YTD | +0.1% | -15.9% | +16.1% | +2.4% |
| 1Y | +4.4% | -14.2% | +18.7% | +5.9% |
| 3Y | +51.6% | +93.5% | -41.9% | +25.7% |
| All | +35.7% | -10.8% | +46.5% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling