+396.6%
CBRE vs MLM
+199.9%
+196.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.3% |
| 7D | -2.0% | -2.9% | +0.9% | -0.4% |
| 30D | -2.2% | -6.8% | +4.6% | +1.8% |
| 3M | +12.9% | -11.2% | +24.1% | +20.0% |
| 6M | +4.3% | -21.8% | +26.1% | +19.0% |
| YTD | -8.0% | -17.0% | +8.9% | +1.2% |
| 1Y | -8.6% | -16.4% | +7.8% | -0.1% |
| 3Y | +71.9% | +14.5% | +57.4% | +53.2% |
| 5Y | +50.0% | +41.7% | +8.3% | +16.3% |
| All | +396.6% | +199.9% | +196.7% | +144.4% |
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