+106.4%
XLRE vs MKC
+54.8%
+51.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -2.7% | -2.8% | +0.1% | -1.6% |
| 30D | -2.3% | -3.4% | +1.0% | -1.2% |
| 3M | -3.5% | +3.8% | -7.2% | -5.3% |
| 6M | +1.9% | -17.9% | +19.8% | +9.0% |
| YTD | +8.3% | -23.6% | +32.0% | +18.7% |
| 1Y | +6.4% | -23.1% | +29.5% | +15.9% |
| 3Y | +30.2% | -31.5% | +61.7% | +46.8% |
| 5Y | +8.6% | -33.1% | +41.7% | +21.3% |
| 10Y | +87.4% | +29.3% | +58.1% | +60.3% |
| All | +106.4% | +54.8% | +51.5% | +67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling