+674.0%
MRNA vs XLRE
+63.9%
+610.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +5.0% |
| 7D | -1.1% | -1.2% | +0.1% | -0.5% |
| 30D | +126.1% | -2.4% | +128.5% | +129.3% |
| 3M | +190.0% | -2.5% | +192.5% | +193.4% |
| 6M | +157.2% | +4.0% | +153.3% | +152.9% |
| YTD | +388.2% | +9.3% | +378.9% | +370.0% |
| 1Y | +467.0% | +5.6% | +461.4% | +455.2% |
| 3Y | +36.1% | +31.3% | +4.8% | +23.6% |
| 5Y | -68.0% | +9.5% | -77.5% | -69.7% |
| All | +674.0% | +63.9% | +610.1% | +533.0% |
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