+53.0%
MDT vs BURL
+86.7%
-33.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.8% |
| 7D | +5.4% | +4.1% | +1.4% | +5.1% |
| 30D | +19.1% | -9.5% | +28.5% | +19.8% |
| 3M | +19.5% | -33.5% | +53.0% | +22.8% |
| 6M | +33.5% | -22.1% | +55.5% | +35.6% |
| YTD | +8.7% | -14.6% | +23.3% | +9.6% |
| 1Y | +16.8% | -8.4% | +25.1% | +16.8% |
| 3Y | +53.0% | +86.6% | -33.6% | +36.5% |
| All | +53.0% | +86.7% | -33.8% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling