+109.5%
MMM vs XLRE
+115.9%
-6.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.4% | +0.8% | -1.2% | -0.9% |
| 30D | +12.1% | +6.9% | +5.2% | +8.1% |
| 3M | +1.4% | -0.8% | +2.3% | +2.0% |
| 6M | +26.6% | +2.1% | +24.5% | +25.0% |
| YTD | +16.8% | +12.6% | +4.2% | +9.1% |
| 1Y | +10.1% | +12.5% | -2.4% | +2.9% |
| 3Y | +158.4% | +44.2% | +114.2% | +109.6% |
| 5Y | +43.1% | +9.1% | +34.0% | +33.7% |
| 10Y | +74.2% | +111.8% | -37.6% | +16.4% |
| All | +109.5% | +115.9% | -6.4% | +40.6% |
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