+153.3%
MP vs BURL
+63.9%
+89.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.8% |
| 7D | -2.9% | -2.8% | -0.1% | -2.2% |
| 30D | +13.8% | -28.2% | +42.0% | +23.1% |
| 3M | -16.7% | -17.6% | +0.9% | -13.4% |
| 6M | -11.5% | -11.8% | +0.3% | -10.2% |
| YTD | +7.9% | -8.1% | +16.1% | +8.0% |
| 1Y | -15.0% | -12.0% | -3.1% | -14.9% |
| All | +153.3% | +63.9% | +89.3% | +110.6% |
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 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