+25.6%
MKC vs BURL
+254.9%
-229.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.4% |
| 7D | -7.0% | -0.8% | -6.2% | -7.0% |
| 30D | +4.1% | -4.4% | +8.5% | +4.5% |
| 3M | -10.3% | -28.6% | +18.3% | -7.7% |
| 6M | +1.7% | -12.3% | +14.0% | +2.6% |
| YTD | -29.1% | -11.3% | -17.8% | -28.7% |
| 1Y | -26.0% | -10.4% | -15.5% | -25.7% |
| 3Y | -21.5% | +96.1% | -117.5% | -28.2% |
| 5Y | -35.0% | -5.0% | -30.0% | -37.5% |
| 10Y | +25.6% | +251.8% | -226.2% | +6.0% |
| All | +25.6% | +254.9% | -229.3% | +6.0% |
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 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