+1,777.9%
MCD vs CBRE
+2,039.6%
-261.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | +7.1% | +5.2% | +2.0% | +6.4% |
| 30D | +19.8% | +6.2% | +13.5% | +18.7% |
| 3M | +0.8% | -8.1% | +8.9% | +1.9% |
| 6M | -1.3% | -6.6% | +5.3% | -0.6% |
| YTD | -7.8% | -15.7% | +8.0% | -6.1% |
| 1Y | -5.0% | -9.7% | +4.7% | -4.2% |
| 3Y | +10.5% | +80.4% | -69.8% | +0.1% |
| 5Y | +22.0% | +27.0% | -5.1% | +14.8% |
| 10Y | +216.7% | +412.9% | -196.2% | +144.3% |
| All | +1,777.9% | +2,039.6% | -261.8% | +1,081.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling