+1,135.5%
MPC vs XLRE
+114.0%
+1,021.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +2.6% | -1.2% | +3.8% | +3.6% |
| 30D | -12.2% | +6.4% | -18.6% | -16.5% |
| 3M | +20.1% | +2.0% | +18.1% | +17.6% |
| 6M | +60.6% | +1.8% | +58.8% | +56.6% |
| YTD | +150.6% | +13.2% | +137.4% | +122.9% |
| 1Y | +104.7% | +10.7% | +93.9% | +85.3% |
| 3Y | +194.5% | +43.7% | +150.8% | +110.1% |
| 5Y | +582.3% | +9.7% | +572.6% | +497.2% |
| All | +1,135.5% | +114.0% | +1,021.5% | +586.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling