+195.9%
MXL vs BURL
+86.7%
+109.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.6% | +12.6% | +11.5% |
| 7D | -27.1% | +4.1% | -31.2% | -28.1% |
| 30D | -54.2% | -9.5% | -44.7% | -52.9% |
| 3M | -29.9% | -33.5% | +3.6% | -20.9% |
| 6M | -39.5% | -22.1% | -17.4% | -36.6% |
| YTD | +182.2% | -14.6% | +196.7% | +185.1% |
| 1Y | +231.8% | -8.4% | +240.2% | +221.6% |
| 3Y | +195.9% | +86.6% | +109.4% | +177.7% |
| All | +195.9% | +86.7% | +109.2% | +177.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling