+163.7%
MXL vs BURL
+232.1%
-68.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.6% | -1.8% | -4.0% |
| 7D | +13.4% | -1.6% | +15.0% | +14.4% |
| 30D | -29.2% | -7.7% | -21.5% | -27.2% |
| 3M | -27.2% | -31.7% | +4.4% | -16.3% |
| 6M | -36.4% | -15.2% | -21.3% | -34.5% |
| YTD | +220.0% | -15.9% | +235.9% | +230.4% |
| 1Y | +304.8% | -14.2% | +319.0% | +309.5% |
| 3Y | +238.5% | +93.5% | +145.0% | +135.3% |
| 5Y | -18.8% | -9.9% | -8.9% | -25.4% |
| All | +163.7% | +232.1% | -68.4% | +61.2% |
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 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