+246.3%
MCD vs XLRE
+115.9%
+130.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | +0.8% | -2.5% | -2.1% |
| 30D | +14.1% | +6.9% | +7.2% | +10.3% |
| 3M | +0.6% | -0.8% | +1.4% | +1.1% |
| 6M | 0.0% | +2.1% | -2.1% | -1.1% |
| YTD | -9.3% | +12.6% | -21.9% | -14.9% |
| 1Y | -9.3% | +12.5% | -21.8% | -14.9% |
| 3Y | +8.6% | +44.2% | -35.6% | -12.1% |
| 5Y | +21.9% | +9.1% | +12.8% | +13.7% |
| 10Y | +202.8% | +111.8% | +91.0% | +95.1% |
| All | +246.3% | +115.9% | +130.4% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 all: compounded portfolio wealth divided by compounded XLRE 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…
all analysis · Full analysis span regression · 6 months rolling