+14.5%
MDB vs BURL
-9.5%
+24.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -3.9% |
| 7D | -17.4% | -2.8% | -14.6% | -17.7% |
| 30D | -2.0% | -28.2% | +26.1% | -4.2% |
| 3M | -3.0% | -17.6% | +14.6% | -4.3% |
| 6M | +48.7% | -11.8% | +60.5% | +45.1% |
| YTD | -12.1% | -8.1% | -4.0% | -14.4% |
| 1Y | +14.5% | -12.0% | +26.5% | +8.7% |
| All | +14.5% | -9.5% | +24.0% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling