+64.2%
BURL vs MTCH
-5.4%
+69.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -30.0% |
| 3M | -17.6% | +21.1% | -38.7% | -22.2% |
| 6M | -11.8% | +37.5% | -49.3% | -19.9% |
| YTD | -8.1% | +31.9% | -40.1% | -15.8% |
| 1Y | -12.0% | +14.6% | -26.5% | -16.2% |
| All | +64.2% | -5.4% | +69.6% | +68.4% |
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