+2,620.0%
MUU vs BURL
+6.3%
+2,613.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +2.6% | +9.0% | +9.8% |
| 7D | +17.4% | -2.8% | +20.2% | +19.3% |
| 30D | +24.0% | -28.2% | +52.1% | +53.9% |
| 3M | -23.9% | -17.6% | -6.3% | -16.5% |
| 6M | +284.4% | -11.8% | +296.2% | +294.8% |
| YTD | +583.7% | -8.1% | +591.9% | +577.0% |
| 1Y | +2,981.5% | -12.0% | +2,993.4% | +2,984.6% |
| All | +2,620.0% | +6.3% | +2,613.7% | +2,046.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling