+176.7%
MU vs BURL
-5.1%
+181.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.9% | -14.5% | -17.1% |
| 7D | -29.7% | +3.5% | -33.2% | -29.8% |
| 30D | -37.2% | -9.3% | -27.9% | -36.1% |
| 3M | -26.5% | -32.1% | +5.6% | -22.7% |
| 6M | +2.6% | -19.8% | +22.4% | +3.8% |
| YTD | +130.1% | -13.2% | +143.3% | +132.3% |
| 1Y | +176.7% | -7.8% | +184.5% | +178.1% |
| All | +176.7% | -5.1% | +181.8% | +178.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling