+386.8%
CBRE vs MLM
+149.0%
+237.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.1% |
| 7D | -0.5% | -2.9% | +2.3% | +1.2% |
| 30D | +3.1% | +10.4% | -7.4% | -2.7% |
| 3M | -6.4% | -3.7% | -2.6% | -4.3% |
| 6M | -7.9% | -10.3% | +2.4% | -2.8% |
| YTD | -16.2% | -14.8% | -1.4% | -9.0% |
| 1Y | -11.2% | -13.9% | +2.7% | -4.3% |
| 3Y | +83.4% | +18.4% | +65.0% | +60.3% |
| 5Y | +28.4% | +31.8% | -3.4% | +3.5% |
| 10Y | +386.8% | +143.4% | +243.4% | +154.4% |
| All | +386.8% | +149.0% | +237.8% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling