+303.5%
MXL vs BURL
-9.5%
+313.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +5.2% |
| 7D | +1.6% | -2.8% | +4.4% | +2.0% |
| 30D | -7.0% | -28.2% | +21.2% | -3.0% |
| 3M | -33.4% | -17.6% | -15.8% | -33.3% |
| 6M | +260.2% | -11.8% | +271.9% | +255.3% |
| YTD | +260.0% | -8.1% | +268.1% | +253.1% |
| 1Y | +303.5% | -12.0% | +315.4% | +264.7% |
| All | +303.5% | -9.5% | +313.0% | +264.7% |
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