+210.4%
MGY vs XLRE
+81.8%
+128.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.4% |
| 7D | +3.5% | -1.2% | +4.7% | +4.4% |
| 30D | +5.3% | -2.4% | +7.7% | +6.9% |
| 3M | +2.6% | -2.5% | +5.1% | +4.1% |
| 6M | -3.3% | +4.0% | -7.3% | -7.1% |
| YTD | +29.2% | +9.3% | +19.9% | +19.6% |
| 1Y | +18.0% | +5.6% | +12.4% | +11.9% |
| 3Y | +30.0% | +31.3% | -1.3% | +3.3% |
| 5Y | +92.7% | +9.5% | +83.1% | +74.0% |
| All | +210.4% | +81.8% | +128.5% | +118.9% |
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