+449.0%
MTZ vs BURL
+258.4%
+190.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.9% | -2.2% | -4.2% |
| 7D | -10.6% | +3.5% | -14.1% | -12.1% |
| 30D | -30.4% | -9.3% | -21.1% | -28.6% |
| 3M | -40.4% | -32.1% | -8.3% | -33.1% |
| 6M | -63.7% | -19.8% | -43.9% | -61.8% |
| YTD | -26.9% | -13.2% | -13.7% | -25.5% |
| 1Y | -20.2% | -7.8% | -12.3% | -21.0% |
| 3Y | +208.1% | +89.3% | +118.8% | +132.6% |
| 5Y | +69.4% | -15.8% | +85.2% | +59.7% |
| All | +449.0% | +258.4% | +190.6% | +254.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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