+1,530.3%
MOD vs BURL
-11.0%
+1,541.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.3% |
| 7D | +9.6% | -2.8% | +12.4% | +10.8% |
| 30D | 0.0% | -28.2% | +28.2% | +13.7% |
| 3M | -35.4% | -17.6% | -17.8% | -31.0% |
| 6M | -7.3% | -11.8% | +4.5% | -3.8% |
| YTD | +45.8% | -8.1% | +53.9% | +48.6% |
| 1Y | +43.1% | -12.0% | +55.1% | +46.9% |
| 3Y | +297.7% | +63.3% | +234.4% | +224.2% |
| All | +1,530.3% | -11.0% | +1,541.3% | +1,377.4% |
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