+311.9%
MULL vs XLRE
+3.9%
+308.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.1% | +6.5% | +3.0% |
| 7D | +14.8% | -0.7% | +15.5% | +13.1% |
| 30D | +36.6% | -2.2% | +38.8% | +29.9% |
| 3M | -8.9% | -2.6% | -6.3% | -11.3% |
| 6M | +311.9% | +2.6% | +309.4% | +265.5% |
| All | +311.9% | +3.9% | +308.0% | +265.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling