+427.0%
MCK vs CBRE
+407.4%
+19.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.8% | -0.3% |
| 7D | -2.9% | -5.0% | +2.0% | -1.8% |
| 30D | +0.4% | -4.7% | +5.1% | +1.4% |
| 3M | +12.1% | +6.5% | +5.6% | +10.1% |
| 6M | -5.4% | +6.1% | -11.5% | -7.3% |
| YTD | +7.8% | -12.6% | +20.4% | +10.0% |
| 1Y | +22.9% | -15.3% | +38.3% | +26.2% |
| 3Y | +110.7% | +64.6% | +46.1% | +76.7% |
| 5Y | +346.2% | +45.0% | +301.2% | +280.0% |
| All | +427.0% | +407.4% | +19.6% | +170.7% |
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