+1,138.0%
MUU vs BURL
+3.0%
+1,135.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +4.2% | +8.3% | +9.8% |
| 7D | -27.2% | +7.7% | -34.9% | -30.4% |
| 30D | -54.0% | -7.1% | -46.9% | -51.8% |
| 3M | -41.4% | -30.3% | -11.1% | -26.4% |
| 6M | -42.5% | -15.5% | -26.9% | -39.3% |
| YTD | +211.2% | -11.0% | +222.2% | +212.3% |
| 1Y | +313.4% | -8.4% | +321.8% | +293.2% |
| All | +1,138.0% | +3.0% | +1,135.0% | +890.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling