+37.0%
MDT vs XLRE
+89.0%
-52.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.3% |
| 7D | -3.4% | -1.2% | -2.2% | -2.7% |
| 30D | +0.2% | -2.4% | +2.6% | +1.7% |
| 3M | +14.3% | -2.5% | +16.7% | +16.1% |
| 6M | +4.0% | +4.0% | 0.0% | +1.6% |
| YTD | -3.7% | +9.3% | -13.0% | -9.0% |
| 1Y | -0.4% | +5.6% | -5.9% | -3.9% |
| 3Y | +23.3% | +31.3% | -8.0% | +2.4% |
| 5Y | -18.9% | +9.5% | -28.4% | -25.2% |
| All | +37.0% | +89.0% | -52.0% | -5.3% |
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 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