+1,362.4%
MU vs BURL
+63.9%
+1,298.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.6% | +3.5% | +5.4% |
| 7D | +9.0% | -2.8% | +11.8% | +9.7% |
| 30D | +13.8% | -28.2% | +42.0% | +23.8% |
| 3M | +2.1% | -17.6% | +19.7% | +6.3% |
| 6M | +153.8% | -11.8% | +165.6% | +157.9% |
| YTD | +256.4% | -8.1% | +264.5% | +257.7% |
| 1Y | +719.8% | -12.0% | +731.7% | +725.5% |
| All | +1,362.4% | +63.9% | +1,298.5% | +1,218.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling