+64.6%
CBRE vs MDY
+48.5%
+16.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.0% |
| 7D | -5.0% | -1.9% | -3.1% | -3.1% |
| 30D | -4.7% | -4.6% | 0.0% | 0.0% |
| 3M | +6.5% | -1.2% | +7.8% | +7.7% |
| 6M | +6.1% | +9.2% | -3.2% | -3.6% |
| YTD | -12.6% | +13.1% | -25.7% | -23.2% |
| 1Y | -15.3% | +13.0% | -28.3% | -25.6% |
| 3Y | +64.6% | +49.2% | +15.4% | +0.9% |
| All | +64.6% | +48.5% | +16.1% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling