+106.4%
XLRE vs MDY
+197.8%
-91.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.2% |
| 7D | -2.7% | -2.5% | -0.2% | -1.0% |
| 30D | -2.3% | -5.0% | +2.7% | +1.2% |
| 3M | -3.5% | +0.5% | -3.9% | -4.0% |
| 6M | +1.9% | +8.0% | -6.1% | -3.9% |
| YTD | +8.3% | +12.2% | -3.8% | -0.6% |
| 1Y | +6.4% | +14.0% | -7.6% | -3.7% |
| 3Y | +30.2% | +48.2% | -17.9% | -3.5% |
| 5Y | +8.6% | +46.1% | -37.5% | -19.4% |
| 10Y | +87.4% | +173.8% | -86.4% | -14.5% |
| All | +106.4% | +197.8% | -91.4% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 all: compounded portfolio wealth divided by compounded MDY 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…
all analysis · Full analysis span regression · 6 months rolling