+429.8%
MCO vs XLRE
+107.7%
+322.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.8% |
| 7D | -7.3% | -2.7% | -4.6% | -5.1% |
| 30D | -1.7% | -2.3% | +0.6% | +0.3% |
| 3M | +3.9% | -3.5% | +7.4% | +7.0% |
| 6M | +3.8% | +1.9% | +1.9% | +1.9% |
| YTD | -7.9% | +8.3% | -16.3% | -14.6% |
| 1Y | -6.8% | +6.4% | -13.2% | -12.3% |
| 3Y | +40.9% | +30.2% | +10.7% | +10.9% |
| 5Y | +27.5% | +8.6% | +18.9% | +17.1% |
| 10Y | +381.4% | +87.4% | +294.0% | +185.2% |
| All | +429.8% | +107.7% | +322.0% | +185.3% |
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