+695.5%
MCO vs BURL
+1,051.1%
-355.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.8% | -2.7% |
| 7D | -4.2% | -2.8% | -1.4% | -3.6% |
| 30D | +2.2% | -28.2% | +30.4% | +10.0% |
| 3M | +10.1% | -17.6% | +27.7% | +14.7% |
| 6M | +5.3% | -11.8% | +17.0% | +7.3% |
| YTD | -2.7% | -8.1% | +5.4% | -2.0% |
| 1Y | -0.4% | -12.0% | +11.6% | +0.6% |
| 3Y | +49.0% | +63.3% | -14.3% | +25.7% |
| 5Y | +33.6% | -10.8% | +44.5% | +25.0% |
| 10Y | +395.3% | +215.9% | +179.4% | +236.3% |
| All | +695.5% | +1,051.1% | -355.6% | +367.8% |
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