+153.6%
MGY vs BURL
+180.8%
-27.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.2% | -8.4% | -5.3% |
| 7D | -9.5% | +7.7% | -17.2% | -11.5% |
| 30D | -5.9% | -7.1% | +1.2% | -4.6% |
| 3M | -9.0% | -30.3% | +21.3% | -0.9% |
| 6M | -17.4% | -15.5% | -1.8% | -15.6% |
| YTD | +5.6% | -11.0% | +16.5% | +5.3% |
| 1Y | +6.0% | -8.4% | +14.4% | +4.2% |
| 3Y | +15.6% | +96.7% | -81.1% | -13.0% |
| 5Y | +20.2% | -14.1% | +34.3% | +13.3% |
| All | +153.6% | +180.8% | -27.2% | +83.6% |
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