+442.2%
MTZ vs BURL
+247.8%
+194.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.1% | -3.9% |
| 7D | -8.7% | +5.9% | -14.6% | -10.9% |
| 30D | -15.0% | -8.3% | -6.6% | -13.0% |
| 3M | -32.6% | -31.6% | -1.0% | -24.4% |
| 6M | -56.3% | -16.6% | -39.7% | -54.7% |
| YTD | -16.8% | -12.1% | -4.7% | -15.5% |
| 1Y | -10.0% | -10.0% | -0.1% | -10.2% |
| 3Y | +267.1% | +94.3% | +172.8% | +174.7% |
| 5Y | +89.9% | -13.2% | +103.1% | +77.2% |
| 10Y | +442.2% | +252.5% | +189.7% | +242.0% |
| All | +442.2% | +247.8% | +194.4% | +242.0% |
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