+100.7%
BURL vs MTCH
+47.6%
+53.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +0.4% | +6.7% | -6.3% | -1.2% |
| 30D | -4.3% | -1.4% | -3.0% | -4.2% |
| 3M | -28.8% | +14.8% | -43.6% | -31.6% |
| 6M | -12.8% | +19.4% | -32.2% | -17.7% |
| YTD | -12.8% | +32.3% | -45.1% | -20.3% |
| 1Y | -12.3% | +29.5% | -41.8% | -19.4% |
| All | +100.7% | +47.6% | +53.1% | +75.6% |
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