+88.2%
XLRE vs MKC
+29.9%
+58.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.7% |
| 7D | -1.2% | -1.5% | +0.3% | -0.6% |
| 30D | -2.4% | -3.1% | +0.7% | -1.3% |
| 3M | -2.5% | +5.2% | -7.7% | -4.8% |
| 6M | +4.0% | -12.8% | +16.8% | +8.7% |
| YTD | +9.3% | -23.3% | +32.6% | +19.5% |
| 1Y | +5.6% | -24.1% | +29.7% | +15.6% |
| 3Y | +31.3% | -32.1% | +63.4% | +48.6% |
| 5Y | +9.5% | -32.8% | +42.3% | +22.1% |
| All | +88.2% | +29.9% | +58.4% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling