+7.4%
MUB vs XLRE
+30.1%
-22.7%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -1.2% | -2.7% | +1.5% | -0.9% |
| 30D | -2.8% | -2.3% | -0.4% | -2.5% |
| 3M | -3.1% | -3.5% | +0.4% | -2.7% |
| 6M | -2.9% | +1.9% | -4.7% | -3.2% |
| YTD | -2.0% | +8.3% | -10.4% | -3.1% |
| 1Y | 0.0% | +6.4% | -6.4% | -0.9% |
| All | +7.4% | +30.1% | -22.7% | +2.6% |
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