+131.7%
MP vs XLRE
+40.8%
+91.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.4% |
| 7D | -10.5% | +1.9% | -12.4% | -11.9% |
| 30D | -23.5% | +8.5% | -32.0% | -28.2% |
| 3M | -25.4% | -1.0% | -24.5% | -25.1% |
| 6M | -51.3% | 0.0% | -51.3% | -52.2% |
| YTD | -29.9% | +11.7% | -41.6% | -38.5% |
| 1Y | -31.8% | +11.8% | -43.7% | -40.2% |
| All | +131.7% | +40.8% | +91.0% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling