+6,028.8%
MU vs BURL
+215.5%
+5,813.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.6% | +3.5% | +5.2% |
| 7D | +9.0% | -2.8% | +11.8% | +9.9% |
| 30D | +13.8% | -28.2% | +42.0% | +26.4% |
| 3M | +2.1% | -17.6% | +19.7% | +7.7% |
| 6M | +153.8% | -11.8% | +165.6% | +160.1% |
| YTD | +256.4% | -8.1% | +264.5% | +259.8% |
| 1Y | +719.8% | -12.0% | +731.7% | +730.4% |
| 3Y | +1,360.4% | +63.3% | +1,297.1% | +1,057.7% |
| 5Y | +1,312.4% | -10.8% | +1,323.2% | +1,217.7% |
| All | +6,028.8% | +215.5% | +5,813.4% | +4,331.3% |
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