+148.1%
MTZ vs BURL
+63.9%
+84.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.2% |
| 7D | -1.6% | -2.8% | +1.2% | -0.6% |
| 30D | -11.1% | -28.2% | +17.1% | -0.1% |
| 3M | -36.7% | -17.6% | -19.1% | -32.8% |
| 6M | -21.9% | -11.8% | -10.2% | -20.1% |
| YTD | +9.1% | -8.1% | +17.3% | +9.7% |
| 1Y | +30.0% | -12.0% | +41.9% | +31.6% |
| All | +148.1% | +63.9% | +84.2% | +89.2% |
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