-40.5%
MDB vs CBRE
+26.1%
-66.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -2.0% |
| 7D | +6.8% | -1.8% | +8.6% | +8.2% |
| 30D | -6.2% | +3.3% | -9.5% | -9.6% |
| 3M | -29.2% | -12.4% | -16.9% | -22.3% |
| 6M | +10.3% | -5.4% | +15.7% | +12.2% |
| YTD | -20.4% | -17.2% | -3.2% | -10.5% |
| 1Y | -4.8% | -13.1% | +8.3% | +2.1% |
| 3Y | -11.6% | +81.6% | -93.1% | -56.0% |
| All | -40.5% | +26.1% | -66.6% | -59.0% |
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 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