+244.7%
MTZ vs BURL
+95.5%
+149.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +7.7% | -23.1% | -17.7% |
| 7D | -7.4% | +10.4% | -17.8% | -10.7% |
| 30D | -23.6% | -4.9% | -18.7% | -22.7% |
| 3M | -38.3% | -29.8% | -8.6% | -31.3% |
| 6M | -60.6% | -16.5% | -44.1% | -59.1% |
| YTD | -22.9% | -10.5% | -12.3% | -22.4% |
| 1Y | -14.3% | -5.3% | -9.0% | -16.5% |
| All | +244.7% | +95.5% | +149.2% | +173.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling