+40.4%
MXL vs XLRE
+8.4%
+32.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.9% | +6.7% | +6.8% |
| 7D | +18.9% | -1.2% | +20.0% | +20.1% |
| 30D | +0.3% | -2.4% | +2.7% | +2.5% |
| 3M | -8.0% | -2.5% | -5.5% | -8.1% |
| 6M | +341.2% | +4.0% | +337.3% | +311.3% |
| YTD | +327.8% | +9.3% | +318.5% | +279.6% |
| 1Y | +364.9% | +5.6% | +359.3% | +327.6% |
| 3Y | +229.2% | +31.3% | +197.9% | +140.7% |
| All | +40.4% | +8.4% | +32.0% | +30.7% |
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