+305.1%
MXL vs BURL
-9.1%
+314.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.9% | +10.4% | +11.3% |
| 7D | +5.5% | -0.8% | +6.3% | +5.4% |
| 30D | -32.6% | -4.4% | -28.2% | -31.9% |
| 3M | -13.1% | -28.6% | +15.4% | -11.6% |
| 6M | -41.4% | -12.3% | -29.1% | -43.1% |
| YTD | +243.9% | -11.3% | +255.2% | +242.4% |
| 1Y | +305.1% | -10.4% | +315.5% | +303.7% |
| All | +305.1% | -9.1% | +314.1% | +303.7% |
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