+193.4%
MCD vs CBRE
+379.0%
-185.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.6% | -1.8% | +0.1% | -1.2% |
| 30D | +14.1% | +3.3% | +10.8% | +13.0% |
| 3M | +0.6% | -12.4% | +13.0% | +3.9% |
| 6M | 0.0% | -5.4% | +5.4% | +0.9% |
| YTD | -9.3% | -17.2% | +7.9% | -5.9% |
| 1Y | -9.3% | -13.1% | +3.8% | -7.3% |
| 3Y | +8.6% | +81.6% | -72.9% | -12.7% |
| 5Y | +21.9% | +26.4% | -4.5% | +7.2% |
| All | +193.4% | +379.0% | -185.6% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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