+22.6%
MCD vs CBRE
+25.7%
-3.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -1.6% | -2.8% | +1.2% | -1.1% |
| 30D | +16.0% | +2.2% | +13.8% | +15.5% |
| 3M | 0.0% | -10.1% | +10.0% | +1.6% |
| 6M | +0.9% | -8.0% | +8.9% | +2.0% |
| YTD | -8.7% | -17.6% | +8.9% | -6.5% |
| 1Y | -8.6% | -14.7% | +6.2% | -6.9% |
| 3Y | +9.9% | +80.4% | -70.5% | -5.2% |
| 5Y | +22.6% | +25.9% | -3.2% | +16.0% |
| All | +22.6% | +25.7% | -3.1% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling