-17.9%
MLM vs XLRE
+9.0%
-26.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -4.7% |
| 3M | -7.4% | +0.6% | -8.0% | -7.7% |
| 6M | -15.8% | +3.9% | -19.8% | -18.3% |
| YTD | -17.4% | +10.5% | -27.9% | -22.2% |
| 1Y | -17.9% | +8.4% | -26.3% | -22.4% |
| All | -17.9% | +9.0% | -26.9% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling