+5,803.2%
MU vs BURL
+1,051.1%
+4,752.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.6% | +3.5% | +5.3% |
| 7D | +9.0% | -2.8% | +11.8% | +9.8% |
| 30D | +13.8% | -28.2% | +42.0% | +25.4% |
| 3M | +2.1% | -17.6% | +19.7% | +7.3% |
| 6M | +153.8% | -11.8% | +165.6% | +159.7% |
| YTD | +256.4% | -8.1% | +264.5% | +259.8% |
| 1Y | +719.8% | -12.0% | +731.7% | +730.3% |
| 3Y | +1,360.4% | +63.3% | +1,297.1% | +1,084.9% |
| 5Y | +1,312.4% | -10.8% | +1,323.2% | +1,220.2% |
| 10Y | +6,142.6% | +215.9% | +5,926.7% | +4,040.7% |
| All | +5,803.2% | +1,051.1% | +4,752.1% | +3,446.2% |
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