+697.8%
MTZ vs BURL
+215.5%
+482.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.2% |
| 7D | -1.6% | -2.8% | +1.2% | -0.7% |
| 30D | -11.1% | -28.2% | +17.1% | -1.0% |
| 3M | -36.7% | -17.6% | -19.1% | -33.0% |
| 6M | -21.9% | -11.8% | -10.2% | -19.9% |
| YTD | +9.1% | -8.1% | +17.3% | +10.3% |
| 1Y | +30.0% | -12.0% | +41.9% | +32.0% |
| 3Y | +138.5% | +63.3% | +75.2% | +91.4% |
| 5Y | +158.3% | -10.8% | +169.2% | +141.2% |
| All | +697.8% | +215.5% | +482.4% | +438.5% |
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