+1,263.7%
MU vs XLRE
+7.1%
+1,256.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.4% |
| 7D | +2.0% | -2.7% | +4.7% | +3.6% |
| 30D | +12.5% | -2.3% | +14.9% | +14.0% |
| 3M | +9.6% | -3.5% | +13.1% | +10.7% |
| 6M | +142.6% | +1.9% | +140.7% | +135.0% |
| YTD | +242.7% | +8.3% | +234.3% | +216.7% |
| 1Y | +599.3% | +6.4% | +592.9% | +554.0% |
| 3Y | +1,308.3% | +30.2% | +1,278.1% | +1,025.9% |
| 5Y | +1,263.7% | +8.6% | +1,255.1% | +1,204.9% |
| All | +1,263.7% | +7.1% | +1,256.6% | +1,204.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling