+188.9%
MCHP vs CBRE
+398.3%
-209.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.3% |
| 7D | -2.1% | -7.2% | +5.1% | +2.2% |
| 30D | -11.1% | -6.4% | -4.7% | -8.3% |
| 3M | -18.1% | +2.9% | -21.0% | -21.0% |
| 6M | +10.8% | +2.5% | +8.3% | +6.4% |
| YTD | +14.2% | -14.2% | +28.4% | +19.9% |
| 1Y | +13.5% | -15.1% | +28.6% | +19.4% |
| 3Y | -2.0% | +61.9% | -63.9% | -31.3% |
| 5Y | +1.4% | +42.4% | -41.0% | -24.2% |
| All | +188.9% | +398.3% | -209.5% | +27.6% |
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