-21.6%
MKC vs BURL
+87.4%
-109.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.8% | +1.4% |
| 7D | -3.0% | -1.6% | -1.4% | -2.9% |
| 30D | +4.8% | -7.7% | +12.6% | +5.3% |
| 3M | -12.8% | -31.7% | +18.8% | -11.2% |
| 6M | +5.0% | -15.2% | +20.2% | +5.9% |
| YTD | -29.1% | -15.9% | -13.1% | -28.5% |
| 1Y | -26.4% | -14.2% | -12.2% | -25.9% |
| 3Y | -21.6% | +93.5% | -115.1% | -24.6% |
| All | -21.6% | +87.4% | -109.1% | -24.6% |
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