+245.3%
MLM vs XLRE
+114.1%
+131.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.3% |
| 7D | -4.1% | +1.9% | -6.0% | -5.4% |
| 30D | +8.2% | +8.5% | -0.3% | +2.0% |
| 3M | -3.6% | -1.0% | -2.6% | -2.9% |
| 6M | -15.6% | 0.0% | -15.6% | -15.5% |
| YTD | -16.4% | +11.7% | -28.1% | -22.7% |
| 1Y | -14.3% | +11.8% | -26.2% | -20.9% |
| 3Y | +19.3% | +40.8% | -21.5% | -8.3% |
| 5Y | +29.6% | +8.2% | +21.4% | +20.5% |
| 10Y | +189.9% | +107.4% | +82.5% | +82.9% |
| All | +245.3% | +114.1% | +131.2% | +117.3% |
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