+398.0%
MTZ vs XLRE
+112.9%
+285.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +5.0% | +0.8% | +4.1% | +4.4% |
| 30D | -6.0% | +6.9% | -12.9% | -11.3% |
| 3M | -36.1% | -0.8% | -35.3% | -36.1% |
| 6M | -56.9% | +2.1% | -59.0% | -58.2% |
| YTD | -15.9% | +12.6% | -28.5% | -24.8% |
| 1Y | -3.8% | +12.5% | -16.3% | -14.0% |
| 3Y | +272.3% | +44.2% | +228.1% | +171.7% |
| 5Y | +91.1% | +9.1% | +81.9% | +71.3% |
| All | +398.0% | +112.9% | +285.1% | +214.2% |
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 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