+67.6%
MDT vs XLRE
+107.7%
-40.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.2% |
| 7D | -1.6% | -2.7% | +1.1% | 0.0% |
| 30D | +1.0% | -2.3% | +3.4% | +2.5% |
| 3M | +15.2% | -3.5% | +18.7% | +17.7% |
| 6M | +3.7% | +1.9% | +1.8% | +2.6% |
| YTD | -3.0% | +8.3% | -11.3% | -7.7% |
| 1Y | +2.5% | +6.4% | -3.9% | -1.5% |
| 3Y | +26.5% | +30.2% | -3.8% | +6.2% |
| 5Y | -18.3% | +8.6% | -26.9% | -24.1% |
| 10Y | +40.2% | +87.4% | -47.2% | -4.1% |
| All | +67.6% | +107.7% | -40.1% | +11.2% |
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