+67.0%
MDT vs BURL
+244.4%
-177.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -3.7% | +0.4% | -4.1% | -3.7% |
| 30D | +8.6% | -4.3% | +12.9% | +9.3% |
| 3M | +12.2% | -28.8% | +41.0% | +18.1% |
| 6M | +33.7% | -12.8% | +46.5% | +35.7% |
| YTD | +7.8% | -12.8% | +20.6% | +9.0% |
| 1Y | +8.9% | -12.3% | +21.2% | +9.6% |
| 3Y | +57.6% | +92.7% | -35.1% | +33.0% |
| 5Y | -0.7% | -6.5% | +5.9% | -6.4% |
| All | +67.0% | +244.4% | -177.4% | +52.4% |
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 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