+792.8%
MOD vs BURL
-10.9%
+803.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +7.7% | -29.1% | -24.3% |
| 7D | -31.3% | +10.4% | -41.7% | -34.5% |
| 30D | -46.1% | -4.9% | -41.2% | -45.6% |
| 3M | -51.1% | -29.8% | -21.4% | -44.8% |
| 6M | -62.1% | -16.5% | -45.6% | -60.4% |
| YTD | -26.2% | -10.5% | -15.6% | -25.1% |
| 1Y | -32.6% | -5.3% | -27.2% | -33.6% |
| 3Y | +133.8% | +95.1% | +38.8% | +77.8% |
| 5Y | +792.8% | -12.1% | +804.8% | +687.0% |
| All | +792.8% | -10.9% | +803.7% | +687.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling