+953.2%
MULL vs BURL
-5.1%
+958.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.6% | +10.7% | +10.1% |
| 7D | -42.7% | +4.1% | -46.8% | -44.2% |
| 30D | -63.8% | -9.5% | -54.3% | -61.5% |
| 3M | -49.0% | -33.5% | -15.5% | -33.9% |
| 6M | -38.2% | -22.1% | -16.1% | -30.8% |
| YTD | +167.0% | -14.6% | +181.6% | +174.9% |
| 1Y | +247.7% | -8.4% | +256.1% | +223.6% |
| All | +953.2% | -5.1% | +958.3% | +846.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling