+475.1%
MULL vs BURL
-4.6%
+479.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +7.7% | -21.5% | -15.0% |
| 7D | -35.9% | +10.4% | -46.3% | -37.2% |
| 30D | -47.3% | -4.9% | -42.4% | -46.3% |
| 3M | -30.6% | -29.8% | -0.8% | -24.1% |
| 6M | +13.7% | -16.5% | +30.2% | +15.3% |
| YTD | +272.1% | -10.5% | +282.7% | +279.2% |
| 1Y | +475.1% | -5.3% | +480.4% | +486.1% |
| All | +475.1% | -4.6% | +479.6% | +486.1% |
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