+701.3%
MXL vs BURL
+1,051.1%
-349.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +4.6% |
| 7D | +1.6% | -2.8% | +4.4% | +2.7% |
| 30D | -7.0% | -28.2% | +21.2% | +4.4% |
| 3M | -33.4% | -17.6% | -15.8% | -29.8% |
| 6M | +260.2% | -11.8% | +271.9% | +267.4% |
| YTD | +260.0% | -8.1% | +268.1% | +261.9% |
| 1Y | +303.5% | -12.0% | +315.4% | +307.6% |
| 3Y | +160.4% | +63.3% | +97.1% | +103.6% |
| 5Y | +14.7% | -10.8% | +25.5% | +6.9% |
| 10Y | +215.6% | +215.9% | -0.3% | +101.3% |
| All | +701.3% | +1,051.1% | -349.8% | +308.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling