+383.7%
MRK vs BURL
+1,051.1%
-667.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.5% |
| 7D | +1.3% | -2.8% | +4.1% | +1.6% |
| 30D | +17.1% | -28.2% | +45.3% | +20.4% |
| 3M | +25.9% | -17.6% | +43.5% | +27.8% |
| 6M | +26.8% | -11.8% | +38.6% | +27.7% |
| YTD | +44.9% | -8.1% | +53.1% | +45.3% |
| 1Y | +84.8% | -12.0% | +96.8% | +85.5% |
| 3Y | +50.1% | +63.3% | -13.2% | +39.6% |
| 5Y | +127.4% | -10.8% | +138.2% | +121.9% |
| 10Y | +240.0% | +215.9% | +24.1% | +178.2% |
| All | +383.7% | +1,051.1% | -667.4% | +278.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling