+156.7%
MXL vs BURL
+261.4%
-104.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +4.2% | +9.5% | +12.0% |
| 7D | -8.8% | +7.7% | -16.5% | -11.6% |
| 30D | -41.9% | -7.1% | -34.7% | -40.4% |
| 3M | -25.4% | -30.3% | +4.9% | -15.0% |
| 6M | -44.0% | -15.5% | -28.4% | -42.2% |
| YTD | +220.8% | -11.0% | +231.7% | +223.4% |
| 1Y | +278.8% | -8.4% | +287.2% | +273.0% |
| 3Y | +249.4% | +96.7% | +152.8% | +141.4% |
| 5Y | -17.3% | -14.1% | -3.3% | -22.8% |
| 10Y | +156.7% | +255.1% | -98.4% | +52.1% |
| All | +156.7% | +261.4% | -104.7% | +52.1% |
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