+165.0%
MDT vs BURL
+1,015.7%
-850.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | +0.3% |
| 7D | +3.5% | +7.7% | -4.2% | +2.3% |
| 30D | +16.2% | -7.1% | +23.3% | +17.5% |
| 3M | +18.9% | -30.3% | +49.2% | +25.5% |
| 6M | +37.3% | -15.5% | +52.9% | +40.0% |
| YTD | +9.7% | -11.0% | +20.7% | +10.6% |
| 1Y | +15.2% | -8.4% | +23.6% | +15.1% |
| 3Y | +61.8% | +96.7% | -34.9% | +37.3% |
| 5Y | -1.4% | -14.1% | +12.7% | -5.5% |
| 10Y | +61.6% | +255.1% | -193.5% | +21.0% |
| All | +165.0% | +1,015.7% | -850.7% | +85.4% |
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 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