+1,180.0%
MTZ vs XLRE
+112.0%
+1,068.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.7% |
| 7D | -1.6% | -1.2% | -0.3% | -0.7% |
| 30D | -11.1% | -2.8% | -8.3% | -9.1% |
| 3M | -36.7% | -0.2% | -36.5% | -37.2% |
| 6M | -21.9% | +1.9% | -23.9% | -23.9% |
| YTD | +9.1% | +10.6% | -1.4% | -0.4% |
| 1Y | +30.0% | +8.8% | +21.1% | +19.9% |
| 3Y | +138.5% | +31.5% | +106.9% | +89.1% |
| 5Y | +158.3% | +6.6% | +151.8% | +137.7% |
| 10Y | +700.8% | +84.0% | +616.7% | +403.3% |
| All | +1,180.0% | +112.0% | +1,068.0% | +665.9% |
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 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