+25.0%
MKC vs BURL
+251.7%
-226.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -2.3% |
| 7D | -2.4% | +5.9% | -8.3% | -2.9% |
| 30D | +5.4% | -8.3% | +13.7% | +6.2% |
| 3M | -11.1% | -31.6% | +20.5% | -8.2% |
| 6M | -1.4% | -16.6% | +15.2% | -0.1% |
| YTD | -29.4% | -12.1% | -17.3% | -29.0% |
| 1Y | -24.7% | -10.0% | -14.8% | -24.5% |
| 3Y | -21.8% | +94.3% | -116.1% | -28.5% |
| 5Y | -36.0% | -13.2% | -22.8% | -37.7% |
| All | +25.0% | +251.7% | -226.7% | +5.5% |
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