-3.3%
MGY vs XLRE
+3.1%
-6.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.6% |
| 7D | +3.5% | -1.2% | +4.7% | +3.0% |
| 30D | +5.3% | -2.4% | +7.7% | +4.0% |
| 3M | +2.6% | -2.5% | +5.1% | +1.3% |
| 6M | -3.3% | +4.0% | -7.3% | +0.1% |
| All | -3.3% | +3.1% | -6.4% | +0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling