+2,076.3%
CBRE vs MDY
+709.4%
+1,366.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.6% |
| 7D | -1.8% | +2.3% | -4.0% | -5.2% |
| 30D | +3.3% | +2.0% | +1.3% | +0.2% |
| 3M | -12.4% | -5.6% | -6.7% | -4.1% |
| 6M | -5.4% | +1.3% | -6.6% | -7.9% |
| YTD | -17.2% | +12.3% | -29.5% | -31.7% |
| 1Y | -13.1% | +15.8% | -28.9% | -31.8% |
| 3Y | +81.6% | +56.5% | +25.1% | -14.7% |
| 5Y | +26.4% | +35.1% | -8.7% | -26.5% |
| 10Y | +381.6% | +167.4% | +214.2% | -21.6% |
| All | +2,076.3% | +709.4% | +1,366.9% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling