+141.9%
MOD vs BURL
+95.5%
+46.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +7.7% | -29.1% | -24.6% |
| 7D | -31.3% | +10.4% | -41.7% | -34.9% |
| 30D | -46.1% | -4.9% | -41.2% | -45.4% |
| 3M | -51.1% | -29.8% | -21.4% | -43.5% |
| 6M | -62.1% | -16.5% | -45.6% | -60.2% |
| YTD | -26.2% | -10.5% | -15.6% | -25.2% |
| 1Y | -32.6% | -5.3% | -27.2% | -34.3% |
| All | +141.9% | +95.5% | +46.4% | +105.3% |
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