+58.1%
MP vs BURL
-11.0%
+69.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.5% |
| 7D | -2.9% | -2.8% | -0.1% | -2.0% |
| 30D | +13.8% | -28.2% | +42.0% | +26.5% |
| 3M | -16.7% | -17.6% | +0.9% | -12.1% |
| 6M | -11.5% | -11.8% | +0.3% | -9.5% |
| YTD | +7.9% | -8.1% | +16.1% | +8.3% |
| 1Y | -15.0% | -12.0% | -3.1% | -14.3% |
| 3Y | +153.5% | +63.3% | +90.2% | +91.0% |
| All | +58.1% | -11.0% | +69.1% | +39.2% |
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