+255.5%
MXL vs BURL
-10.6%
+266.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.5% | -3.7% |
| 7D | -15.9% | +5.9% | -21.7% | -15.7% |
| 30D | -44.0% | -8.3% | -35.7% | -43.3% |
| 3M | -21.3% | -31.6% | +10.3% | -19.8% |
| 6M | -46.1% | -16.6% | -29.5% | -47.1% |
| YTD | +208.8% | -12.1% | +220.9% | +207.5% |
| 1Y | +255.5% | -10.0% | +265.5% | +255.2% |
| All | +255.5% | -10.6% | +266.1% | +255.2% |
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 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