-32.1%
MKC vs BURL
-17.2%
-14.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.2% |
| 7D | +2.3% | +4.1% | -1.7% | +2.1% |
| 30D | +8.1% | -9.5% | +17.6% | +8.7% |
| 3M | -6.4% | -33.5% | +27.1% | -4.4% |
| 6M | +1.8% | -22.1% | +23.9% | +3.1% |
| YTD | -26.9% | -14.6% | -12.3% | -26.4% |
| 1Y | -21.7% | -8.4% | -13.3% | -21.5% |
| 3Y | -18.7% | +86.6% | -105.3% | -22.8% |
| All | -32.1% | -17.2% | -14.9% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling