+1,925.8%
MRVL vs XLRE
+89.0%
+1,836.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.2% | +3.4% |
| 7D | +5.6% | -1.2% | +6.8% | +6.5% |
| 30D | +8.8% | -2.4% | +11.2% | +10.8% |
| 3M | -15.9% | -2.5% | -13.4% | -15.5% |
| 6M | +161.3% | +4.0% | +157.3% | +148.9% |
| YTD | +178.2% | +9.3% | +169.0% | +154.0% |
| 1Y | +255.3% | +5.6% | +249.7% | +232.1% |
| 3Y | +323.1% | +31.3% | +291.8% | +227.1% |
| 5Y | +293.2% | +9.5% | +283.7% | +257.1% |
| All | +1,925.8% | +89.0% | +1,836.8% | +1,217.5% |
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