-57.4%
MUZ vs XLRE
+2.4%
-59.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | 0.0% | -23.9% | -23.9% |
| 7D | -17.7% | -1.2% | -16.5% | -16.2% |
| 30D | +14.5% | +6.4% | +8.1% | -9.2% |
| 3M | -25.7% | +2.0% | -27.7% | -32.3% |
| All | -57.4% | +2.4% | -59.8% | -54.6% |
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 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 · Available span rolling