+158.5%
MP vs XLRE
+31.7%
+126.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +3.0% | -0.3% | +3.4% | +3.2% |
| 30D | +8.3% | -2.4% | +10.7% | +10.2% |
| 3M | -3.8% | +0.6% | -4.4% | -6.0% |
| 6M | -4.9% | +3.9% | -8.9% | -10.3% |
| YTD | +9.6% | +10.5% | -0.9% | -3.1% |
| 1Y | -11.7% | +8.4% | -20.1% | -20.7% |
| 3Y | +158.5% | +32.8% | +125.7% | +78.6% |
| All | +158.5% | +31.7% | +126.8% | +78.6% |
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 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