+715.0%
MCO vs BURL
+970.5%
-255.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.5% |
| 7D | +2.4% | +4.1% | -1.7% | +1.5% |
| 30D | +12.5% | -9.5% | +21.9% | +15.0% |
| 3M | +7.1% | -33.5% | +40.6% | +17.0% |
| 6M | +13.2% | -22.1% | +35.3% | +18.7% |
| YTD | -0.4% | -14.6% | +14.2% | +1.9% |
| 1Y | +5.8% | -8.4% | +14.1% | +5.8% |
| 3Y | +55.4% | +86.6% | -31.2% | +26.6% |
| 5Y | +36.3% | -17.2% | +53.5% | +29.5% |
| 10Y | +468.9% | +256.4% | +212.6% | +278.7% |
| All | +715.0% | +970.5% | -255.5% | +386.0% |
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