+960.9%
BURL vs MTCH
+193.6%
+767.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +4.0% | +2.9% |
| 7D | -2.8% | +0.7% | -3.5% | -3.0% |
| 30D | -28.2% | +9.7% | -37.9% | -29.8% |
| 3M | -17.6% | +21.1% | -38.7% | -21.5% |
| 6M | -11.8% | +37.5% | -49.3% | -18.6% |
| YTD | -8.1% | +31.9% | -40.1% | -14.7% |
| 1Y | -12.0% | +14.6% | -26.5% | -15.6% |
| 3Y | +63.3% | -6.2% | +69.5% | +59.7% |
| 5Y | -10.8% | -70.6% | +59.8% | +7.7% |
| 10Y | +215.9% | +185.6% | +30.3% | +144.6% |
| All | +960.9% | +193.6% | +767.3% | +719.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling