+346.4%
MTUM vs BURL
+206.3%
+140.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +2.0% |
| 7D | +4.1% | -2.6% | +6.7% | +4.6% |
| 30D | -0.2% | -30.8% | +30.6% | +7.3% |
| 3M | -1.9% | -18.7% | +16.7% | +1.8% |
| 6M | +28.1% | -16.4% | +44.5% | +31.8% |
| YTD | +23.6% | -11.6% | +35.1% | +25.4% |
| 1Y | +26.1% | -12.0% | +38.1% | +27.3% |
| 3Y | +116.8% | +63.6% | +53.2% | +87.5% |
| 5Y | +80.0% | -12.6% | +92.6% | +72.5% |
| 10Y | +346.4% | +206.5% | +139.9% | +240.9% |
| All | +346.4% | +206.3% | +140.1% | +240.9% |
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