-14.0%
MP vs XLRE
+7.6%
-21.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -2.2% |
| 7D | -0.7% | -0.7% | 0.0% | -0.9% |
| 30D | -0.7% | -2.2% | +1.6% | -1.2% |
| 3M | 0.0% | -2.6% | +2.6% | -1.0% |
| 6M | -10.0% | +2.6% | -12.5% | -14.0% |
| YTD | +7.5% | +9.3% | -1.8% | +1.4% |
| 1Y | -14.0% | +7.2% | -21.2% | -18.3% |
| All | -14.0% | +7.6% | -21.6% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling