+92.3%
MDLZ vs BURL
+258.4%
-166.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.5% |
| 7D | +6.9% | +3.5% | +3.4% | +6.4% |
| 30D | +12.1% | -9.3% | +21.4% | +13.2% |
| 3M | +7.7% | -32.1% | +39.8% | +12.1% |
| 6M | +10.8% | -19.8% | +30.6% | +13.0% |
| YTD | +27.4% | -13.2% | +40.6% | +28.4% |
| 1Y | +23.5% | -7.8% | +31.4% | +23.4% |
| 3Y | +6.2% | +89.3% | -83.1% | -6.0% |
| 5Y | +22.9% | -15.8% | +38.7% | +19.5% |
| All | +92.3% | +258.4% | -166.1% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling