-19.4%
MKC vs BURL
+95.8%
-115.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.3% | -1.4% |
| 7D | -1.9% | +7.7% | -9.6% | -2.4% |
| 30D | +8.0% | -7.1% | +15.1% | +8.3% |
| 3M | -8.6% | -30.3% | +21.7% | -7.1% |
| 6M | +1.1% | -15.5% | +16.6% | +1.8% |
| YTD | -27.7% | -11.0% | -16.7% | -27.3% |
| 1Y | -23.7% | -8.4% | -15.3% | -23.5% |
| 3Y | -19.4% | +96.7% | -116.1% | -22.5% |
| All | -19.4% | +95.8% | -115.2% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling