+2,317.2%
CBRE vs MDY
+730.1%
+1,587.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.8% |
| 7D | -2.0% | +0.1% | -2.1% | -2.2% |
| 30D | -2.2% | -1.5% | -0.7% | 0.0% |
| 3M | +12.9% | +0.8% | +12.1% | +10.8% |
| 6M | +4.3% | +7.4% | -3.1% | -7.9% |
| YTD | -8.0% | +15.2% | -23.2% | -27.1% |
| 1Y | -8.6% | +16.5% | -25.1% | -29.2% |
| 3Y | +71.9% | +46.8% | +25.1% | -10.5% |
| 5Y | +50.0% | +46.0% | +4.0% | -23.4% |
| 10Y | +390.1% | +172.1% | +218.0% | -22.2% |
| All | +2,317.2% | +730.1% | +1,587.1% | -16.5% |
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 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