+96.3%
MO vs BURL
+63.9%
+32.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -0.8% |
| 7D | +0.3% | -2.8% | +3.1% | +0.3% |
| 30D | +0.6% | -28.2% | +28.8% | -0.4% |
| 3M | -1.0% | -17.6% | +16.6% | -1.4% |
| 6M | +4.3% | -11.8% | +16.1% | +4.2% |
| YTD | +23.3% | -8.1% | +31.4% | +23.2% |
| 1Y | +10.5% | -12.0% | +22.4% | +10.6% |
| All | +96.3% | +63.9% | +32.4% | +89.7% |
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