-38.4%
MDB vs BURL
-9.5%
-28.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.5% |
| 7D | +3.0% | -0.8% | +3.8% | +3.3% |
| 30D | -11.3% | -4.4% | -6.9% | -10.1% |
| 3M | -23.0% | -28.6% | +5.6% | -13.5% |
| 6M | +14.8% | -12.3% | +27.0% | +15.9% |
| YTD | -19.4% | -11.3% | -8.2% | -19.9% |
| 1Y | -9.0% | -10.4% | +1.5% | -10.9% |
| 3Y | -10.3% | +96.1% | -106.4% | -46.2% |
| 5Y | -38.4% | -5.0% | -33.4% | -41.6% |
| All | -38.4% | -9.5% | -28.9% | -41.6% |
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 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