+24.3%
MUB vs BURL
+250.5%
-226.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | +0.2% |
| 7D | +0.4% | -0.8% | +1.2% | +0.5% |
| 30D | +3.9% | -4.4% | +8.3% | +4.0% |
| 3M | -0.2% | -28.6% | +28.3% | +0.4% |
| 6M | -0.4% | -12.3% | +11.9% | -0.2% |
| YTD | +0.5% | -11.3% | +11.8% | +0.6% |
| 1Y | +0.7% | -10.4% | +11.1% | +0.7% |
| 3Y | +11.1% | +96.1% | -85.0% | +8.9% |
| 5Y | +3.7% | -5.0% | +8.7% | +2.9% |
| All | +24.3% | +250.5% | -226.2% | +21.7% |
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