-14.1%
MXL vs BURL
-7.3%
-6.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | +0.1% | -1.0% |
| 7D | +33.1% | +0.4% | +32.6% | +33.0% |
| 30D | -33.5% | -4.3% | -29.1% | -32.6% |
| 3M | -20.7% | -28.8% | +8.1% | -10.4% |
| 6M | -35.9% | -12.8% | -23.1% | -34.9% |
| YTD | +238.3% | -12.8% | +251.1% | +243.0% |
| 1Y | +296.2% | -12.3% | +308.5% | +296.1% |
| 3Y | +254.1% | +92.7% | +161.4% | +146.1% |
| 5Y | -14.1% | -6.5% | -7.6% | -14.7% |
| All | -14.1% | -7.3% | -6.8% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling