+209.3%
MLM vs XLRE
+82.9%
+126.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -0.9% |
| 7D | -2.7% | -0.7% | -2.0% | -2.2% |
| 30D | -8.3% | -2.2% | -6.1% | -6.8% |
| 3M | -12.0% | -2.6% | -9.3% | -10.2% |
| 6M | -17.6% | +2.6% | -20.2% | -19.2% |
| YTD | -18.9% | +9.3% | -28.1% | -24.0% |
| 1Y | -17.6% | +7.2% | -24.9% | -21.9% |
| 3Y | +16.8% | +31.3% | -14.5% | -6.3% |
| 5Y | +41.0% | +8.1% | +32.9% | +30.8% |
| 10Y | +209.3% | +88.9% | +120.4% | +111.9% |
| All | +209.3% | +82.9% | +126.4% | +111.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling