+1,049.8%
MDB vs CBRE
+272.1%
+777.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.6% |
| 6M | +48.7% | +4.3% | +44.4% | +43.9% |
| YTD | -12.1% | -8.0% | -4.1% | -9.2% |
| 1Y | +14.5% | -8.6% | +23.1% | +18.1% |
| 3Y | -6.1% | +71.9% | -78.0% | -31.3% |
| 5Y | -27.3% | +50.0% | -77.3% | -43.2% |
| All | +1,049.8% | +272.1% | +777.7% | +454.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling