+160.8%
MMM vs BURL
+89.8%
+71.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.2% | -2.6% |
| 7D | +5.9% | +3.5% | +2.4% | +5.2% |
| 30D | +14.7% | -9.3% | +24.0% | +16.7% |
| 3M | +3.6% | -32.1% | +35.7% | +11.0% |
| 6M | +32.7% | -19.8% | +52.5% | +37.5% |
| YTD | +18.9% | -13.2% | +32.1% | +21.1% |
| 1Y | +16.4% | -7.8% | +24.2% | +16.7% |
| All | +160.8% | +89.8% | +71.0% | +147.7% |
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 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