+3,773.6%
MU vs BURL
+258.4%
+3,515.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.9% | -14.5% | -16.5% |
| 7D | -29.7% | +3.5% | -33.2% | -30.6% |
| 30D | -37.2% | -9.3% | -27.9% | -35.4% |
| 3M | -26.5% | -32.1% | +5.6% | -17.4% |
| 6M | +2.6% | -19.8% | +22.4% | +8.1% |
| YTD | +130.1% | -13.2% | +143.3% | +135.3% |
| 1Y | +176.7% | -7.8% | +184.5% | +174.8% |
| 3Y | +813.1% | +89.3% | +723.8% | +586.4% |
| 5Y | +822.0% | -15.8% | +837.8% | +773.4% |
| All | +3,773.6% | +258.4% | +3,515.2% | +2,589.6% |
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