+1,384.0%
MU vs XLRE
+31.2%
+1,352.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.1% |
| 7D | +7.5% | -0.7% | +8.2% | +7.7% |
| 30D | +19.4% | -2.2% | +21.6% | +20.2% |
| 3M | +9.8% | -2.6% | +12.5% | +10.0% |
| 6M | +164.1% | +2.6% | +161.6% | +155.8% |
| YTD | +260.3% | +9.3% | +251.1% | +235.3% |
| 1Y | +661.2% | +7.2% | +654.0% | +615.7% |
| All | +1,384.0% | +31.2% | +1,352.8% | +1,161.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling