+120.9%
MPC vs XLRE
+9.1%
+111.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.2% |
| 7D | +5.4% | -1.2% | +6.7% | +5.3% |
| 30D | +31.0% | -2.8% | +33.8% | +30.5% |
| 3M | +46.0% | -0.2% | +46.2% | +45.8% |
| 6M | +77.3% | +1.9% | +75.4% | +78.7% |
| YTD | +141.9% | +10.6% | +131.3% | +132.8% |
| 1Y | +120.9% | +8.8% | +112.1% | +114.2% |
| All | +120.9% | +9.1% | +111.8% | +114.2% |
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