+523.5%
MLM vs BURL
+1,021.0%
-497.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.7% | -5.4% | +0.4% |
| 7D | +9.1% | +10.4% | -1.3% | +6.4% |
| 30D | +14.6% | -4.9% | +19.6% | +16.0% |
| 3M | +0.3% | -29.8% | +30.0% | +9.1% |
| 6M | -7.5% | -16.5% | +9.0% | -4.1% |
| YTD | -10.2% | -10.5% | +0.3% | -8.9% |
| 1Y | -10.5% | -5.3% | -5.2% | -11.0% |
| 3Y | +27.8% | +95.1% | -67.2% | +1.4% |
| 5Y | +38.9% | -12.1% | +51.0% | +30.4% |
| 10Y | +211.4% | +273.2% | -61.8% | +108.2% |
| All | +523.5% | +1,021.0% | -497.4% | +269.1% |
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