+274.5%
MP vs XLRE
+56.6%
+217.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.4% |
| 7D | +11.0% | +0.1% | +10.9% | +10.9% |
| 30D | -11.7% | +6.0% | -17.8% | -16.3% |
| 3M | -30.8% | +0.5% | -31.3% | -31.2% |
| 6M | -42.9% | +1.2% | -44.1% | -44.7% |
| YTD | -25.9% | +12.6% | -38.5% | -35.2% |
| 1Y | -37.3% | +11.0% | -48.3% | -44.4% |
| 3Y | +150.7% | +43.0% | +107.7% | +73.4% |
| 5Y | -19.3% | +9.1% | -28.4% | -30.1% |
| All | +274.5% | +56.6% | +217.9% | +160.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling