+5,469.0%
MU vs XLRE
+112.0%
+5,357.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +6.6% |
| 7D | +9.0% | -1.2% | +10.2% | +9.9% |
| 30D | +13.8% | -2.8% | +16.6% | +16.0% |
| 3M | +2.1% | -0.2% | +2.3% | +0.7% |
| 6M | +153.8% | +1.9% | +151.9% | +145.9% |
| YTD | +256.4% | +10.6% | +245.8% | +223.7% |
| 1Y | +719.8% | +8.8% | +710.9% | +652.7% |
| 3Y | +1,360.4% | +31.5% | +1,328.8% | +1,046.1% |
| 5Y | +1,312.4% | +6.6% | +1,305.9% | +1,198.5% |
| 10Y | +6,142.6% | +84.0% | +6,058.5% | +3,668.5% |
| All | +5,469.0% | +112.0% | +5,357.0% | +2,753.5% |
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