+341.2%
MXL vs XLRE
+3.1%
+338.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.9% | +6.7% | +8.6% |
| 7D | +18.9% | -1.2% | +20.0% | +17.0% |
| 30D | +0.3% | -2.4% | +2.7% | -2.6% |
| 3M | -8.0% | -2.5% | -5.5% | -10.0% |
| 6M | +341.2% | +4.0% | +337.3% | +303.8% |
| All | +341.2% | +3.1% | +338.1% | +303.8% |
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