+36.1%
MRNA vs XLRE
+31.2%
+4.9%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +4.5% |
| 7D | -1.1% | -1.2% | +0.1% | +0.2% |
| 30D | +126.1% | -2.4% | +128.5% | +133.2% |
| 3M | +190.0% | -2.5% | +192.5% | +197.3% |
| 6M | +157.2% | +4.0% | +153.3% | +147.0% |
| YTD | +388.2% | +9.3% | +378.9% | +346.9% |
| 1Y | +467.0% | +5.6% | +461.4% | +438.2% |
| 3Y | +36.1% | +31.3% | +4.8% | +4.8% |
| All | +36.1% | +31.2% | +4.9% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling