-2.3%
MDB vs CBRE
+73.2%
-75.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.8% |
| 7D | -17.4% | -2.0% | -15.5% | -16.5% |
| 30D | -2.0% | -2.2% | +0.2% | -0.9% |
| 3M | -3.0% | +12.9% | -15.9% | -9.9% |
| 6M | +48.7% | +4.3% | +44.4% | +44.0% |
| YTD | -12.1% | -8.0% | -4.1% | -8.7% |
| 1Y | +14.5% | -8.6% | +23.1% | +18.7% |
| All | -2.3% | +73.2% | -75.5% | -28.2% |
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