+182.8%
MXL vs BURL
+254.9%
-72.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.9% | +10.4% | +11.0% |
| 7D | +5.5% | -0.8% | +6.3% | +6.2% |
| 30D | -32.6% | -4.4% | -28.2% | -31.7% |
| 3M | -13.1% | -28.6% | +15.4% | -1.9% |
| 6M | -41.4% | -12.3% | -29.1% | -40.4% |
| YTD | +243.9% | -11.3% | +255.2% | +247.4% |
| 1Y | +305.1% | -10.4% | +315.5% | +303.0% |
| 3Y | +260.1% | +96.1% | +164.0% | +149.2% |
| 5Y | -12.1% | -5.0% | -7.1% | -21.0% |
| 10Y | +182.8% | +251.8% | -69.0% | +68.9% |
| All | +182.8% | +254.9% | -72.1% | +68.9% |
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