+372.6%
MCO vs CBRE
+398.3%
-25.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.9% |
| 7D | -7.3% | -7.2% | -0.1% | -4.0% |
| 30D | -1.7% | -6.4% | +4.7% | +1.3% |
| 3M | +3.9% | +2.9% | +1.0% | +2.2% |
| 6M | +3.8% | +2.5% | +1.3% | +2.0% |
| YTD | -7.9% | -14.2% | +6.3% | -2.2% |
| 1Y | -6.8% | -15.1% | +8.3% | -0.9% |
| 3Y | +40.9% | +61.9% | -20.9% | +7.9% |
| 5Y | +27.5% | +42.4% | -14.9% | +1.9% |
| All | +372.6% | +398.3% | -25.8% | +123.6% |
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