+89.8%
MGY vs BURL
-11.0%
+100.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.9% |
| 7D | +2.1% | -2.8% | +4.9% | +2.5% |
| 30D | +13.8% | -28.2% | +42.0% | +19.9% |
| 3M | -4.3% | -17.6% | +13.3% | -1.7% |
| 6M | -5.1% | -11.8% | +6.7% | -4.5% |
| YTD | +24.8% | -8.1% | +32.9% | +24.4% |
| 1Y | +11.8% | -12.0% | +23.8% | +11.9% |
| 3Y | +23.5% | +63.3% | -39.8% | +9.0% |
| All | +89.8% | -11.0% | +100.7% | +89.3% |
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