-5.9%
MDB vs CBRE
+79.1%
-85.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.0% |
| 7D | -11.4% | +5.2% | -16.5% | -14.1% |
| 30D | -13.8% | +6.2% | -20.1% | -17.1% |
| 3M | -15.5% | -8.1% | -7.4% | -11.7% |
| 6M | +17.9% | -6.6% | +24.6% | +21.5% |
| YTD | -25.5% | -15.7% | -9.7% | -19.0% |
| 1Y | -12.1% | -9.7% | -2.4% | -8.6% |
| 3Y | -5.9% | +80.4% | -86.3% | -27.0% |
| All | -5.9% | +79.1% | -85.0% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling