+216.5%
BURL vs MTCH
+181.0%
+35.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +4.0% | +3.0% |
| 7D | -2.8% | +0.7% | -3.5% | -3.0% |
| 30D | -28.2% | +9.7% | -37.9% | -29.9% |
| 3M | -17.6% | +21.1% | -38.7% | -21.8% |
| 6M | -11.8% | +37.5% | -49.3% | -19.1% |
| YTD | -8.1% | +31.9% | -40.1% | -15.2% |
| 1Y | -12.0% | +14.6% | -26.5% | -15.9% |
| 3Y | +63.3% | -6.2% | +69.5% | +59.4% |
| 5Y | -10.8% | -70.6% | +59.8% | +9.7% |
| All | +216.5% | +181.0% | +35.5% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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