+224.1%
MRK vs BURL
+247.8%
-23.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | +2.3% | +5.9% | -3.5% | +1.8% |
| 30D | +1.7% | -8.3% | +10.0% | +2.4% |
| 3M | +13.8% | -31.6% | +45.4% | +17.2% |
| 6M | +34.7% | -16.6% | +51.3% | +36.1% |
| YTD | +43.6% | -12.1% | +55.6% | +44.3% |
| 1Y | +75.7% | -10.0% | +85.7% | +75.8% |
| 3Y | +60.0% | +94.3% | -34.3% | +46.2% |
| 5Y | +105.4% | -13.2% | +118.6% | +102.0% |
| 10Y | +224.1% | +252.5% | -28.4% | +185.1% |
| All | +224.1% | +247.8% | -23.7% | +185.1% |
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 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