+392.5%
CBRE vs MDY
+177.2%
+215.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +0.9% |
| 7D | -5.0% | -1.9% | -3.1% | -2.9% |
| 30D | -4.7% | -4.6% | 0.0% | +0.5% |
| 3M | +6.5% | -1.2% | +7.8% | +7.8% |
| 6M | +6.1% | +9.2% | -3.2% | -4.5% |
| YTD | -12.6% | +13.1% | -25.7% | -24.1% |
| 1Y | -15.3% | +13.0% | -28.3% | -26.6% |
| 3Y | +64.6% | +49.2% | +15.4% | +3.9% |
| 5Y | +45.0% | +47.2% | -2.3% | -6.6% |
| All | +392.5% | +177.2% | +215.3% | +52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling