+1,754.2%
MCO vs CBRE
+2,146.2%
-392.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -1.2% |
| 7D | -2.7% | -1.5% | -1.2% | -2.2% |
| 30D | +0.9% | -4.0% | +4.9% | +2.3% |
| 3M | +8.7% | +8.0% | +0.7% | +5.7% |
| 6M | +2.4% | +4.0% | -1.5% | +0.7% |
| YTD | -5.2% | -11.5% | +6.4% | -1.8% |
| 1Y | -4.4% | -13.0% | +8.6% | -0.6% |
| 3Y | +45.1% | +66.9% | -21.8% | +19.3% |
| 5Y | +31.5% | +45.0% | -13.6% | +12.8% |
| 10Y | +380.7% | +385.0% | -4.3% | +166.2% |
| All | +1,754.2% | +2,146.2% | -392.0% | +463.8% |
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