+257.0%
MUU vs BURL
-10.6%
+267.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.3% |
| 7D | -32.5% | +5.9% | -38.3% | -32.9% |
| 30D | -55.2% | -8.3% | -46.9% | -53.8% |
| 3M | -40.7% | -31.6% | -9.1% | -34.5% |
| 6M | -43.9% | -16.6% | -27.3% | -43.3% |
| YTD | +203.2% | -12.1% | +215.2% | +209.3% |
| 1Y | +257.0% | -10.0% | +267.0% | +261.5% |
| All | +257.0% | -10.6% | +267.6% | +261.5% |
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