+445.3%
MP vs XLRE
+53.8%
+391.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +2.0% |
| 7D | -2.9% | -1.2% | -1.6% | -1.8% |
| 30D | +13.8% | -2.8% | +16.6% | +16.5% |
| 3M | -16.7% | -0.2% | -16.5% | -18.0% |
| 6M | -11.5% | +1.9% | -13.4% | -14.7% |
| YTD | +7.9% | +10.6% | -2.6% | -4.0% |
| 1Y | -15.0% | +8.8% | -23.9% | -23.5% |
| 3Y | +153.5% | +31.5% | +122.0% | +89.5% |
| 5Y | +58.7% | +6.6% | +52.1% | +40.1% |
| All | +445.3% | +53.8% | +391.5% | +286.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling