+140.8%
MDT vs BURL
+1,051.1%
-910.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.7% |
| 7D | +3.2% | -2.8% | +6.0% | +3.7% |
| 30D | +9.5% | -28.2% | +37.7% | +15.2% |
| 3M | +16.0% | -17.6% | +33.6% | +19.3% |
| 6M | +0.2% | -11.8% | +12.0% | +1.5% |
| YTD | -0.3% | -8.1% | +7.9% | +0.2% |
| 1Y | +4.7% | -12.0% | +16.7% | +5.4% |
| 3Y | +26.5% | +63.3% | -36.8% | +11.1% |
| 5Y | -18.2% | -10.8% | -7.4% | -22.1% |
| 10Y | +40.0% | +215.9% | -175.9% | +6.7% |
| All | +140.8% | +1,051.1% | -910.3% | +68.0% |
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