-45.2%
MDB vs CBRE
+26.4%
-71.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.2% |
| 7D | -11.4% | +5.2% | -16.5% | -15.3% |
| 30D | -13.8% | +6.2% | -20.1% | -18.7% |
| 3M | -15.5% | -8.1% | -7.4% | -10.5% |
| 6M | +17.9% | -6.6% | +24.6% | +21.6% |
| YTD | -25.5% | -15.7% | -9.7% | -17.3% |
| 1Y | -12.1% | -9.7% | -2.4% | -8.7% |
| 3Y | -5.9% | +80.4% | -86.3% | -52.6% |
| All | -45.2% | +26.4% | -71.6% | -62.5% |
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