+923.9%
MDB vs BURL
+190.0%
+734.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.7% | -9.8% | -4.6% |
| 7D | -16.5% | +10.4% | -26.9% | -19.4% |
| 30D | -8.6% | -4.9% | -3.6% | -7.4% |
| 3M | -13.6% | -29.8% | +16.2% | -4.0% |
| 6M | +24.1% | -16.5% | +40.5% | +27.5% |
| YTD | -21.8% | -10.5% | -11.2% | -22.1% |
| 1Y | -7.7% | -5.3% | -2.4% | -10.9% |
| 3Y | -4.3% | +95.1% | -99.4% | -33.8% |
| 5Y | -38.6% | -12.1% | -26.6% | -45.6% |
| All | +923.9% | +190.0% | +734.0% | +533.0% |
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