+398.6%
CBRE vs MLM
+185.4%
+213.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.5% |
| 7D | +5.2% | -4.1% | +9.3% | +7.8% |
| 30D | +6.2% | +8.2% | -1.9% | +1.6% |
| 3M | -8.1% | -3.6% | -4.5% | -6.2% |
| 6M | -6.6% | -15.6% | +8.9% | +2.0% |
| YTD | -15.7% | -16.4% | +0.7% | -7.6% |
| 1Y | -9.7% | -14.3% | +4.7% | -2.4% |
| 3Y | +80.4% | +19.3% | +61.1% | +57.3% |
| 5Y | +27.0% | +29.6% | -2.6% | +3.8% |
| All | +398.6% | +185.4% | +213.2% | +156.7% |
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