+476.7%
MLM vs BURL
+1,051.1%
-574.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.5% |
| 7D | -2.9% | -2.8% | -0.1% | -2.2% |
| 30D | -6.8% | -28.2% | +21.3% | +1.1% |
| 3M | -11.2% | -17.6% | +6.4% | -7.1% |
| 6M | -21.8% | -11.8% | -10.1% | -20.0% |
| YTD | -17.0% | -8.1% | -8.8% | -16.0% |
| 1Y | -16.4% | -12.0% | -4.4% | -15.2% |
| 3Y | +14.5% | +63.3% | -48.8% | -4.7% |
| 5Y | +41.7% | -10.8% | +52.6% | +32.8% |
| 10Y | +200.0% | +215.9% | -15.9% | +106.2% |
| All | +476.7% | +1,051.1% | -574.4% | +240.1% |
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