-38.6%
MP vs BURL
-5.1%
-33.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.1% | -5.7% |
| 7D | -19.0% | +3.5% | -22.4% | -19.3% |
| 30D | -30.5% | -9.3% | -21.2% | -29.4% |
| 3M | -29.6% | -32.1% | +2.5% | -26.5% |
| 6M | -50.4% | -19.8% | -30.6% | -50.0% |
| YTD | -33.2% | -13.2% | -20.0% | -33.9% |
| 1Y | -38.6% | -7.8% | -30.7% | -40.1% |
| All | -38.6% | -5.1% | -33.5% | -40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling