-24.5%
MDB vs CBRE
+45.8%
-70.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.8% | +0.3% | -0.5% |
| 7D | -18.0% | -1.5% | -16.5% | -16.9% |
| 30D | -10.7% | -4.0% | -6.7% | -8.0% |
| 3M | +1.0% | +8.0% | -7.0% | -6.1% |
| 6M | +31.6% | +4.0% | +27.7% | +25.2% |
| YTD | -15.2% | -11.5% | -3.7% | -8.7% |
| 1Y | +10.1% | -13.0% | +23.1% | +19.1% |
| 3Y | -5.6% | +66.9% | -72.5% | -46.6% |
| 5Y | -24.5% | +45.0% | -69.6% | -50.9% |
| All | -24.5% | +45.8% | -70.3% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling