+1,211.6%
MULL vs BURL
-6.6%
+1,218.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.6% | -1.6% | -2.8% |
| 7D | +24.5% | -1.6% | +26.1% | +26.4% |
| 30D | -35.5% | -7.7% | -27.8% | -32.1% |
| 3M | -44.8% | -31.7% | -13.1% | -29.5% |
| 6M | -45.5% | -15.2% | -30.3% | -42.8% |
| YTD | +232.5% | -15.9% | +248.5% | +247.4% |
| 1Y | +343.3% | -14.2% | +357.5% | +342.6% |
| All | +1,211.6% | -6.6% | +1,218.1% | +1,096.0% |
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