+413.2%
MP vs XLRE
+50.7%
+362.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -4.8% |
| 7D | -4.6% | -2.7% | -1.9% | -2.3% |
| 30D | -7.1% | -2.3% | -4.8% | -5.2% |
| 3M | -4.0% | -3.5% | -0.5% | -2.3% |
| 6M | -16.7% | +1.9% | -18.5% | -19.7% |
| YTD | +1.6% | +8.3% | -6.8% | -8.0% |
| 1Y | -17.8% | +6.4% | -24.2% | -24.5% |
| 3Y | +139.6% | +30.2% | +109.4% | +80.6% |
| 5Y | +50.5% | +8.6% | +41.8% | +32.7% |
| All | +413.2% | +50.7% | +362.5% | +269.9% |
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