+214.8%
MLM vs XLRE
+85.0%
+129.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +1.4% | -0.3% | +1.7% | +1.6% |
| 30D | -6.5% | -2.4% | -4.1% | -4.9% |
| 3M | -7.4% | +0.6% | -8.0% | -7.9% |
| 6M | -15.8% | +3.9% | -19.8% | -18.2% |
| YTD | -17.4% | +10.5% | -27.9% | -23.3% |
| 1Y | -17.9% | +8.4% | -26.3% | -22.7% |
| 3Y | +18.9% | +32.8% | -13.9% | -5.4% |
| 5Y | +43.4% | +7.0% | +36.4% | +34.0% |
| All | +214.8% | +85.0% | +129.9% | +113.9% |
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 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