+504.3%
MUU vs BURL
-4.6%
+508.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +7.7% | -21.7% | -15.1% |
| 7D | -35.9% | +10.4% | -46.3% | -37.1% |
| 30D | -47.1% | -4.9% | -42.2% | -46.1% |
| 3M | -29.8% | -29.8% | -0.1% | -23.6% |
| 6M | +16.0% | -16.5% | +32.5% | +17.5% |
| YTD | +286.1% | -10.5% | +296.6% | +292.7% |
| 1Y | +504.3% | -5.3% | +509.6% | +514.6% |
| All | +504.3% | -4.6% | +508.9% | +514.6% |
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