+101.8%
MKC vs BURL
+987.9%
-886.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.6% |
| 7D | +7.0% | +3.5% | +3.5% | +6.6% |
| 30D | +11.4% | -9.3% | +20.7% | +12.4% |
| 3M | -3.7% | -32.1% | +28.4% | -0.4% |
| 6M | +5.3% | -19.8% | +25.1% | +7.1% |
| YTD | -24.4% | -13.2% | -11.2% | -23.8% |
| 1Y | -19.7% | -7.8% | -11.8% | -19.6% |
| 3Y | -16.3% | +89.3% | -105.6% | -23.3% |
| 5Y | -30.5% | -15.8% | -14.7% | -32.3% |
| 10Y | +31.3% | +262.2% | -230.9% | +5.1% |
| All | +101.8% | +987.9% | -886.1% | +49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling