+24.0%
MKC vs BURL
+261.4%
-237.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.3% | -1.5% |
| 7D | -1.9% | +7.7% | -9.6% | -2.6% |
| 30D | +8.0% | -7.1% | +15.1% | +8.7% |
| 3M | -8.6% | -30.3% | +21.7% | -5.8% |
| 6M | +1.1% | -15.5% | +16.6% | +2.3% |
| YTD | -27.7% | -11.0% | -16.7% | -27.3% |
| 1Y | -23.7% | -8.4% | -15.3% | -23.6% |
| 3Y | -19.4% | +96.7% | -116.1% | -26.4% |
| 5Y | -33.3% | -14.1% | -19.3% | -35.0% |
| 10Y | +24.0% | +255.1% | -231.1% | +3.8% |
| All | +24.0% | +261.4% | -237.4% | +3.8% |
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