+91.4%
MMM vs XLRE
+112.0%
-20.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.6% |
| 7D | -3.3% | -1.2% | -2.1% | -2.6% |
| 30D | -7.0% | -2.8% | -4.2% | -5.5% |
| 3M | +10.8% | -0.2% | +11.0% | +10.8% |
| 6M | +5.8% | +1.9% | +3.8% | +4.5% |
| YTD | +6.8% | +10.6% | -3.8% | +0.7% |
| 1Y | +10.4% | +8.8% | +1.6% | +5.0% |
| 3Y | +104.7% | +31.5% | +73.2% | +74.5% |
| 5Y | +23.6% | +6.6% | +17.0% | +16.8% |
| 10Y | +54.1% | +84.0% | -29.9% | +7.9% |
| All | +91.4% | +112.0% | -20.5% | +29.7% |
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