+4,407.5%
MU vs XLRE
+112.9%
+4,294.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +12.8% | +0.8% | +12.0% | +12.2% |
| 30D | -14.9% | +6.9% | -21.8% | -18.9% |
| 3M | -18.0% | -0.8% | -17.2% | -17.9% |
| 6M | -3.1% | +2.1% | -5.2% | -6.4% |
| YTD | +172.9% | +12.6% | +160.3% | +144.1% |
| 1Y | +228.8% | +12.5% | +216.3% | +194.4% |
| 3Y | +950.8% | +44.2% | +906.6% | +671.2% |
| 5Y | +931.3% | +9.1% | +922.1% | +832.1% |
| All | +4,407.5% | +112.9% | +4,294.6% | +2,585.0% |
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