-11.6%
MDB vs CBRE
+82.7%
-94.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -1.9% |
| 7D | +6.8% | -1.8% | +8.6% | +7.8% |
| 30D | -6.2% | +3.3% | -9.5% | -8.4% |
| 3M | -29.2% | -12.4% | -16.9% | -24.2% |
| 6M | +10.3% | -5.4% | +15.7% | +12.5% |
| YTD | -20.4% | -17.2% | -3.2% | -12.6% |
| 1Y | -4.8% | -13.1% | +8.3% | +1.2% |
| 3Y | -11.6% | +81.6% | -93.1% | -34.9% |
| All | -11.6% | +82.7% | -94.3% | -34.9% |
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