+960.9%
BURL vs MTB
+206.5%
+754.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | -2.8% | +1.7% | -4.5% | -3.6% |
| 30D | -28.2% | -4.2% | -24.0% | -26.7% |
| 3M | -17.6% | +8.9% | -26.5% | -20.9% |
| 6M | -11.8% | +10.9% | -22.6% | -16.1% |
| YTD | -8.1% | +21.5% | -29.6% | -16.5% |
| 1Y | -12.0% | +21.9% | -33.9% | -20.4% |
| 3Y | +63.3% | +109.2% | -45.9% | +11.6% |
| 5Y | -10.8% | +102.0% | -112.8% | -40.2% |
| 10Y | +215.9% | +171.9% | +44.0% | +66.8% |
| All | +960.9% | +206.5% | +754.4% | +423.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling