-20.7%
MDLN vs XLRE
+9.9%
-30.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.2% |
| 7D | -11.1% | -1.2% | -9.9% | -10.3% |
| 30D | -8.4% | -2.4% | -6.0% | -6.8% |
| 3M | -12.4% | -2.5% | -9.9% | -10.4% |
| 6M | -23.3% | +4.0% | -27.2% | -24.4% |
| YTD | -22.5% | +9.3% | -31.8% | -24.9% |
| All | -20.7% | +9.9% | -30.6% | -23.2% |
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