+337.6%
MULL vs BURL
-13.7%
+351.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.8% |
| 7D | +43.3% | +0.4% | +42.8% | +43.3% |
| 30D | -37.4% | -4.3% | -33.1% | -36.1% |
| 3M | -36.8% | -28.8% | -8.1% | -30.6% |
| 6M | -36.9% | -12.8% | -24.0% | -37.0% |
| YTD | +250.7% | -12.8% | +263.5% | +259.3% |
| 1Y | +337.6% | -12.3% | +349.9% | +344.1% |
| All | +337.6% | -13.7% | +351.3% | +344.1% |
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