+86.6%
BURL vs MTCH
+38.9%
+47.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +4.1% | -5.7% | +9.8% | +5.5% |
| 30D | -9.5% | -4.5% | -5.0% | -8.6% |
| 3M | -33.5% | +7.1% | -40.7% | -35.0% |
| 6M | -22.1% | +3.8% | -25.9% | -23.5% |
| YTD | -14.6% | +23.6% | -38.2% | -20.4% |
| 1Y | -8.4% | +22.2% | -30.6% | -14.5% |
| 3Y | +86.6% | +43.6% | +43.0% | +66.4% |
| All | +86.6% | +38.9% | +47.6% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling