+251.8%
BURL vs MTB
+119.7%
+132.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.8% | -2.0% | +1.2% | +0.2% |
| 30D | -4.4% | +0.1% | -4.6% | -4.4% |
| 3M | -28.6% | -12.1% | -16.5% | -24.0% |
| 6M | -12.3% | +7.3% | -19.6% | -15.3% |
| YTD | -11.3% | +11.5% | -22.8% | -16.1% |
| 1Y | -10.4% | +21.3% | -31.7% | -18.8% |
| 3Y | +96.1% | +104.1% | -8.1% | +34.8% |
| 5Y | -5.0% | +61.8% | -66.8% | -29.1% |
| 10Y | +251.8% | +115.4% | +136.4% | +99.1% |
| All | +251.8% | +119.7% | +132.1% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling