+2,317.2%
CBRE vs MKC
+375.1%
+1,942.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | 0.0% |
| 7D | -2.0% | -5.9% | +3.9% | +1.5% |
| 30D | -2.2% | -0.9% | -1.3% | -1.8% |
| 3M | +12.9% | +12.7% | +0.2% | +4.7% |
| 6M | +4.3% | -19.3% | +23.6% | +16.5% |
| YTD | -8.0% | -22.2% | +14.1% | +3.5% |
| 1Y | -8.6% | -23.3% | +14.8% | +3.4% |
| 3Y | +71.9% | -30.0% | +101.9% | +100.0% |
| 5Y | +50.0% | -33.8% | +83.8% | +74.3% |
| 10Y | +390.1% | +24.4% | +365.6% | +201.6% |
| All | +2,317.2% | +375.1% | +1,942.1% | +327.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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