+240.7%
BURL vs MTB
+135.3%
+105.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.1% |
| 7D | +4.1% | -1.3% | +5.4% | +4.8% |
| 30D | -9.5% | +0.5% | -10.0% | -9.7% |
| 3M | -33.5% | -12.4% | -21.1% | -29.2% |
| 6M | -22.1% | +1.5% | -23.6% | -22.7% |
| YTD | -14.6% | +10.3% | -24.9% | -18.8% |
| 1Y | -8.4% | +22.2% | -30.6% | -17.2% |
| 3Y | +86.6% | +96.9% | -10.4% | +30.7% |
| 5Y | -17.2% | +64.3% | -81.5% | -38.7% |
| All | +240.7% | +135.3% | +105.4% | +102.9% |
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