+590.5%
MPC vs BURL
-10.9%
+601.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +7.7% | -15.8% | -8.9% |
| 7D | -10.9% | +10.4% | -21.3% | -11.9% |
| 30D | -9.4% | -4.9% | -4.5% | -9.0% |
| 3M | +26.0% | -29.8% | +55.7% | +30.9% |
| 6M | +56.5% | -16.5% | +73.0% | +58.5% |
| YTD | +144.3% | -10.5% | +154.8% | +143.8% |
| 1Y | +117.2% | -5.3% | +122.6% | +114.3% |
| 3Y | +176.3% | +95.1% | +81.2% | +143.2% |
| 5Y | +590.5% | -12.1% | +602.6% | +587.1% |
| All | +590.5% | -10.9% | +601.4% | +587.1% |
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