+243.0%
MLM vs XLRE
+112.0%
+131.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.7% |
| 7D | -2.9% | -1.2% | -1.7% | -2.1% |
| 30D | -6.8% | -2.8% | -4.0% | -4.9% |
| 3M | -11.2% | -0.2% | -11.0% | -11.1% |
| 6M | -21.8% | +1.9% | -23.8% | -22.9% |
| YTD | -17.0% | +10.6% | -27.5% | -22.7% |
| 1Y | -16.4% | +8.8% | -25.2% | -21.4% |
| 3Y | +14.5% | +31.5% | -17.1% | -7.6% |
| 5Y | +41.7% | +6.6% | +35.2% | +33.1% |
| 10Y | +200.0% | +84.0% | +116.0% | +100.3% |
| All | +243.0% | +112.0% | +131.0% | +117.2% |
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