-16.8%
MP vs XLRE
+8.0%
-24.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.6% |
| 7D | -10.5% | +1.9% | -12.4% | -12.3% |
| 30D | -23.5% | +8.5% | -32.0% | -29.4% |
| 3M | -25.4% | -1.0% | -24.5% | -25.0% |
| 6M | -51.3% | 0.0% | -51.3% | -52.4% |
| YTD | -29.9% | +11.7% | -41.6% | -39.2% |
| 1Y | -31.8% | +11.8% | -43.7% | -40.9% |
| 3Y | +127.0% | +40.8% | +86.2% | +50.8% |
| All | -16.8% | +8.0% | -24.7% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling