+1,082.9%
MULL vs BURL
-1.1%
+1,084.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +4.2% | +8.1% | +9.6% |
| 7D | -27.1% | +7.7% | -34.8% | -30.3% |
| 30D | -54.2% | -7.1% | -47.1% | -51.9% |
| 3M | -42.0% | -30.3% | -11.7% | -26.8% |
| 6M | -43.5% | -15.5% | -27.9% | -40.3% |
| YTD | +199.9% | -11.0% | +210.9% | +201.4% |
| 1Y | +292.8% | -8.4% | +301.3% | +273.9% |
| All | +1,082.9% | -1.1% | +1,084.0% | +937.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling