+394.8%
MTUM vs XLRE
+109.5%
+285.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.8% |
| 7D | +0.7% | -1.2% | +1.9% | +1.4% |
| 30D | -2.4% | -2.4% | 0.0% | -1.1% |
| 3M | -3.6% | -2.5% | -1.2% | -2.8% |
| 6M | +23.7% | +4.0% | +19.7% | +19.9% |
| YTD | +22.9% | +9.3% | +13.6% | +15.6% |
| 1Y | +21.8% | +5.6% | +16.2% | +16.7% |
| 3Y | +114.4% | +31.3% | +83.2% | +78.0% |
| 5Y | +79.6% | +9.5% | +70.0% | +65.3% |
| 10Y | +356.2% | +89.0% | +267.3% | +197.2% |
| All | +394.8% | +109.5% | +285.2% | +208.2% |
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