+2,317.2%
CBRE vs MLM
+1,411.3%
+905.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.5% |
| 7D | -2.0% | -2.9% | +0.9% | +0.1% |
| 30D | -2.2% | -6.8% | +4.6% | +3.1% |
| 3M | +12.9% | -11.2% | +24.1% | +22.2% |
| 6M | +4.3% | -21.8% | +26.1% | +23.7% |
| YTD | -8.0% | -17.0% | +8.9% | +3.8% |
| 1Y | -8.6% | -16.4% | +7.8% | +2.2% |
| 3Y | +71.9% | +14.5% | +57.4% | +45.5% |
| 5Y | +50.0% | +41.7% | +8.3% | +4.2% |
| 10Y | +390.1% | +200.0% | +190.0% | +54.8% |
| All | +2,317.2% | +1,411.3% | +905.9% | +155.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling