+30.7%
MCO vs XLRE
+8.4%
+22.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +0.9% |
| 7D | -3.8% | -1.2% | -2.6% | -2.8% |
| 30D | -0.4% | -2.4% | +2.0% | +1.7% |
| 3M | +7.7% | -2.5% | +10.2% | +10.0% |
| 6M | +7.0% | +4.0% | +3.0% | +3.1% |
| YTD | -6.4% | +9.3% | -15.7% | -14.0% |
| 1Y | -7.6% | +5.6% | -13.2% | -12.6% |
| 3Y | +43.2% | +31.3% | +12.0% | +11.3% |
| All | +30.7% | +8.4% | +22.3% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling