+1,636.4%
MCD vs CBRE
+2,234.5%
-598.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -2.8% | -2.0% | -0.9% | -2.6% |
| 30D | -6.0% | -2.2% | -3.8% | -5.8% |
| 3M | -5.6% | +12.9% | -18.5% | -7.3% |
| 6M | -21.9% | +4.3% | -26.2% | -22.5% |
| YTD | -14.7% | -8.0% | -6.7% | -14.2% |
| 1Y | -17.3% | -8.6% | -8.7% | -16.8% |
| 3Y | -2.2% | +71.9% | -74.0% | -10.9% |
| 5Y | +20.3% | +50.0% | -29.7% | +10.6% |
| 10Y | +180.7% | +390.1% | -209.4% | +117.1% |
| All | +1,636.4% | +2,234.5% | -598.1% | +979.8% |
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