+237.4%
MP vs BURL
+22.5%
+214.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.1% | -5.1% |
| 7D | -19.0% | +3.5% | -22.4% | -20.0% |
| 30D | -30.5% | -9.3% | -21.2% | -28.5% |
| 3M | -29.6% | -32.1% | +2.5% | -21.2% |
| 6M | -50.4% | -19.8% | -30.6% | -47.9% |
| YTD | -33.2% | -13.2% | -20.0% | -32.1% |
| 1Y | -38.6% | -7.8% | -30.7% | -39.1% |
| 3Y | +105.5% | +89.3% | +16.2% | +50.1% |
| 5Y | -7.8% | -15.8% | +8.0% | -18.4% |
| All | +237.4% | +22.5% | +214.9% | +188.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling