+38.9%
MLM vs BURL
-10.9%
+49.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.7% | -5.4% | +0.7% |
| 7D | +9.1% | +10.4% | -1.3% | +6.8% |
| 30D | +14.6% | -4.9% | +19.6% | +15.8% |
| 3M | +0.3% | -29.8% | +30.0% | +7.8% |
| 6M | -7.5% | -16.5% | +9.0% | -4.6% |
| YTD | -10.2% | -10.5% | +0.3% | -9.0% |
| 1Y | -10.5% | -5.3% | -5.2% | -10.8% |
| 3Y | +27.8% | +95.1% | -67.2% | +5.6% |
| 5Y | +38.9% | -12.1% | +51.0% | +32.4% |
| All | +38.9% | -10.9% | +49.8% | +32.4% |
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 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