+42.3%
CBRE vs MDY
+45.8%
-3.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -0.7% |
| 7D | -1.7% | -0.8% | -0.9% | -0.8% |
| 30D | -3.0% | -3.9% | +0.9% | +1.2% |
| 3M | +2.6% | 0.0% | +2.7% | +2.4% |
| 6M | +2.0% | +8.5% | -6.5% | -7.1% |
| YTD | -13.1% | +13.2% | -26.3% | -24.2% |
| 1Y | -13.8% | +15.0% | -28.9% | -26.2% |
| 3Y | +63.9% | +49.6% | +14.3% | +4.8% |
| 5Y | +42.3% | +46.0% | -3.7% | -5.5% |
| All | +42.3% | +45.8% | -3.5% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling