0.0%
MDT vs BURL
-15.9%
+15.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.1% |
| 7D | +8.0% | +3.5% | +4.5% | +7.6% |
| 30D | +20.4% | -9.3% | +29.7% | +21.3% |
| 3M | +22.9% | -32.1% | +55.0% | +26.8% |
| 6M | +37.1% | -19.8% | +56.9% | +39.2% |
| YTD | +11.9% | -13.2% | +25.1% | +12.7% |
| 1Y | +19.8% | -7.8% | +27.7% | +19.8% |
| 3Y | +59.4% | +89.3% | -29.9% | +46.3% |
| 5Y | 0.0% | -15.8% | +15.8% | -3.4% |
| All | 0.0% | -15.9% | +15.9% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling