+2,633.0%
MRVL vs XLRE
+109.5%
+2,523.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +5.1% |
| 7D | +13.8% | -0.7% | +14.5% | +14.3% |
| 30D | +12.7% | -2.2% | +14.9% | +14.5% |
| 3M | -11.9% | -2.6% | -9.3% | -11.4% |
| 6M | +153.8% | +2.6% | +151.3% | +144.8% |
| YTD | +177.0% | +9.3% | +167.7% | +153.8% |
| 1Y | +252.3% | +7.2% | +245.1% | +226.2% |
| 3Y | +325.5% | +31.3% | +294.2% | +233.1% |
| 5Y | +290.9% | +8.1% | +282.7% | +259.5% |
| 10Y | +1,954.1% | +88.9% | +1,865.2% | +1,281.2% |
| All | +2,633.0% | +109.5% | +2,523.5% | +1,682.4% |
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