-45.8%
MP vs BURL
-17.9%
-27.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +7.7% | -12.8% | -5.3% |
| 7D | -12.5% | +10.4% | -23.0% | -12.8% |
| 30D | -23.3% | -4.9% | -18.4% | -22.7% |
| 3M | -24.4% | -29.8% | +5.4% | -24.7% |
| 6M | -45.8% | -16.5% | -29.3% | -47.2% |
| All | -45.8% | -17.9% | -27.9% | -47.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling