+2,317.2%
CBRE vs MTB
+393.4%
+1,923.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.0% | +1.7% | -3.7% | -3.3% |
| 30D | -2.2% | -4.2% | +2.0% | +1.1% |
| 3M | +12.9% | +8.9% | +4.0% | +5.3% |
| 6M | +4.3% | +10.9% | -6.6% | -4.5% |
| YTD | -8.0% | +21.5% | -29.5% | -21.9% |
| 1Y | -8.6% | +21.9% | -30.5% | -22.9% |
| 3Y | +71.9% | +109.2% | -37.4% | -11.7% |
| 5Y | +50.0% | +102.0% | -52.0% | -27.5% |
| 10Y | +390.1% | +171.9% | +218.1% | +47.7% |
| All | +2,317.2% | +393.4% | +1,923.8% | +351.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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