+253.8%
MLM vs XLRE
+117.2%
+136.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.4% |
| 7D | -3.8% | +2.3% | -6.1% | -5.4% |
| 30D | +11.0% | +7.3% | +3.7% | +5.6% |
| 3M | -3.1% | +0.1% | -3.1% | -3.1% |
| 6M | -9.8% | +2.3% | -12.0% | -11.2% |
| YTD | -14.4% | +13.3% | -27.7% | -21.6% |
| 1Y | -12.6% | +12.0% | -24.5% | -19.3% |
| 3Y | +19.7% | +45.5% | -25.7% | -10.1% |
| 5Y | +29.8% | +9.3% | +20.4% | +19.7% |
| 10Y | +153.5% | +110.1% | +43.4% | +58.8% |
| All | +253.8% | +117.2% | +136.6% | +120.3% |
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