+287.6%
MP vs XLRE
+56.7%
+230.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +9.5% | +0.8% | +8.6% | +8.7% |
| 30D | -3.0% | +6.9% | -9.9% | -8.7% |
| 3M | -30.4% | -0.8% | -29.5% | -30.0% |
| 6M | -39.2% | +2.1% | -41.3% | -41.5% |
| YTD | -23.3% | +12.6% | -35.9% | -32.9% |
| 1Y | -32.6% | +12.5% | -45.1% | -41.1% |
| 3Y | +159.3% | +44.2% | +115.1% | +77.9% |
| 5Y | -16.4% | +9.1% | -25.6% | -27.7% |
| All | +287.6% | +56.7% | +230.9% | +169.7% |
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 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