+849.8%
MDB vs BURL
+181.4%
+668.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.9% | -4.3% | -6.3% |
| 7D | -20.9% | +3.5% | -24.3% | -21.8% |
| 30D | -15.6% | -9.3% | -6.3% | -13.1% |
| 3M | -19.1% | -32.1% | +13.0% | -9.0% |
| 6M | +14.2% | -19.8% | +34.0% | +19.1% |
| YTD | -27.4% | -13.2% | -14.2% | -26.9% |
| 1Y | -13.0% | -7.8% | -5.2% | -15.2% |
| 3Y | -11.2% | +89.3% | -100.5% | -38.0% |
| 5Y | -45.2% | -15.8% | -29.4% | -50.7% |
| All | +849.8% | +181.4% | +668.3% | +493.4% |
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