+737.1%
MTZ vs XLRE
+87.4%
+649.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -2.9% |
| 7D | 0.0% | -2.7% | +2.7% | +2.1% |
| 30D | -14.8% | -2.3% | -12.5% | -13.3% |
| 3M | -30.8% | -3.5% | -27.3% | -29.5% |
| 6M | -22.6% | +1.9% | -24.5% | -24.6% |
| YTD | +6.8% | +8.3% | -1.5% | -0.9% |
| 1Y | +22.1% | +6.4% | +15.7% | +14.7% |
| 3Y | +153.1% | +30.2% | +122.9% | +102.1% |
| 5Y | +161.4% | +8.6% | +152.8% | +136.6% |
| All | +737.1% | +87.4% | +649.6% | +458.9% |
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