+2,869.8%
MCK vs CBRE
+2,078.8%
+791.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -4.4% | -7.2% | +2.8% | -3.2% |
| 30D | -2.2% | -6.4% | +4.2% | -1.3% |
| 3M | +11.6% | +2.9% | +8.6% | +10.8% |
| 6M | -4.9% | +2.5% | -7.5% | -5.7% |
| YTD | +7.7% | -14.2% | +21.9% | +9.6% |
| 1Y | +25.2% | -15.1% | +40.4% | +27.5% |
| 3Y | +112.1% | +61.9% | +50.3% | +91.2% |
| 5Y | +345.8% | +42.4% | +303.5% | +305.1% |
| 10Y | +439.7% | +395.1% | +44.6% | +293.5% |
| All | +2,869.8% | +2,078.8% | +791.0% | +1,162.8% |
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