+314.4%
MRK vs XLRE
+107.7%
+206.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | -5.0% | -2.7% | -2.3% | -3.9% |
| 30D | +11.0% | -2.3% | +13.3% | +12.1% |
| 3M | +22.4% | -3.5% | +25.9% | +24.3% |
| 6M | +25.4% | +1.9% | +23.5% | +24.5% |
| YTD | +39.5% | +8.3% | +31.1% | +35.0% |
| 1Y | +78.0% | +6.4% | +71.6% | +73.6% |
| 3Y | +45.5% | +30.2% | +15.3% | +30.0% |
| 5Y | +130.3% | +8.6% | +121.7% | +118.2% |
| 10Y | +229.8% | +87.4% | +142.4% | +140.7% |
| All | +314.4% | +107.7% | +206.6% | +190.9% |
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