+54.4%
MMM vs BURL
+215.5%
-161.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.3% |
| 7D | -3.3% | -2.8% | -0.5% | -2.8% |
| 30D | -7.0% | -28.2% | +21.1% | -1.2% |
| 3M | +10.8% | -17.6% | +28.4% | +14.7% |
| 6M | +5.8% | -11.8% | +17.5% | +7.7% |
| YTD | +6.8% | -8.1% | +14.9% | +7.7% |
| 1Y | +10.4% | -12.0% | +22.3% | +11.6% |
| 3Y | +104.7% | +63.3% | +41.4% | +80.5% |
| 5Y | +23.6% | -10.8% | +34.4% | +17.6% |
| All | +54.4% | +215.5% | -161.0% | +25.7% |
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