+4,518.5%
MU vs BURL
+1,021.0%
+3,497.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +7.7% | -14.7% | -9.3% |
| 7D | -19.1% | +10.4% | -29.5% | -21.8% |
| 30D | -25.2% | -4.9% | -20.3% | -24.5% |
| 3M | -10.9% | -29.8% | +18.9% | -1.9% |
| 6M | +38.0% | -16.5% | +54.5% | +42.9% |
| YTD | +178.8% | -10.5% | +189.4% | +181.8% |
| 1Y | +265.1% | -5.3% | +270.5% | +259.6% |
| 3Y | +1,006.2% | +95.1% | +911.2% | +746.0% |
| 5Y | +1,027.5% | -12.1% | +1,039.6% | +952.7% |
| 10Y | +4,789.9% | +273.2% | +4,516.7% | +3,029.3% |
| All | +4,518.5% | +1,021.0% | +3,497.6% | +2,677.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling