+23.0%
MMM vs XLRE
+14.1%
+8.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.3% | +6.2% | +6.8% |
| 7D | +12.2% | +7.1% | +5.1% | +6.8% |
| 30D | +18.8% | +10.9% | +7.9% | +10.3% |
| 3M | +7.4% | +0.7% | +6.6% | +6.7% |
| 6M | +38.3% | +4.1% | +34.2% | +33.4% |
| YTD | +22.9% | +14.5% | +8.3% | +9.4% |
| 1Y | +23.0% | +14.1% | +8.9% | +10.0% |
| All | +23.0% | +14.1% | +8.9% | +10.0% |
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