+1,093.9%
MPC vs BURL
+258.4%
+835.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -3.1% |
| 7D | -12.8% | +3.5% | -16.2% | -13.8% |
| 30D | -12.7% | -9.3% | -3.4% | -10.7% |
| 3M | +27.1% | -32.1% | +59.2% | +40.2% |
| 6M | +45.8% | -19.8% | +65.6% | +51.7% |
| YTD | +134.7% | -13.2% | +147.9% | +136.0% |
| 1Y | +106.0% | -7.8% | +113.9% | +101.9% |
| 3Y | +165.5% | +89.3% | +76.2% | +94.0% |
| 5Y | +540.9% | -15.8% | +556.7% | +495.5% |
| All | +1,093.9% | +258.4% | +835.6% | +682.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling