+1,029.4%
MDB vs XLRE
+78.1%
+951.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.9% |
| 7D | -1.8% | -1.2% | -0.6% | -0.8% |
| 30D | -17.3% | -2.4% | -14.9% | -15.5% |
| 3M | +2.2% | -2.5% | +4.7% | +4.1% |
| 6M | +33.9% | +4.0% | +29.9% | +27.5% |
| YTD | -13.7% | +9.3% | -23.0% | -21.7% |
| 1Y | +9.1% | +5.6% | +3.5% | +1.8% |
| 3Y | -8.1% | +31.3% | -39.4% | -30.2% |
| 5Y | -25.9% | +9.5% | -35.4% | -31.2% |
| All | +1,029.4% | +78.1% | +951.4% | +650.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling