-3.1%
MP vs BURL
-10.9%
+7.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +7.7% | -12.8% | -7.6% |
| 7D | -12.5% | +10.4% | -23.0% | -15.5% |
| 30D | -23.3% | -4.9% | -18.4% | -22.2% |
| 3M | -24.4% | -29.8% | +5.4% | -15.8% |
| 6M | -45.8% | -16.5% | -29.3% | -43.7% |
| YTD | -28.9% | -10.5% | -18.4% | -28.4% |
| 1Y | -34.6% | -5.3% | -29.3% | -35.9% |
| 3Y | +118.7% | +95.1% | +23.6% | +51.9% |
| 5Y | -3.1% | -12.1% | +9.0% | -15.0% |
| All | -3.1% | -10.9% | +7.9% | -15.0% |
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