-20.7%
MDLN vs CBRE
-12.4%
-8.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.2% |
| 7D | -11.1% | -5.0% | -6.1% | -9.5% |
| 30D | -8.4% | -4.7% | -3.7% | -6.9% |
| 3M | -12.4% | +6.5% | -18.9% | -13.0% |
| 6M | -23.3% | +6.1% | -29.3% | -23.5% |
| YTD | -22.5% | -12.6% | -9.9% | -20.9% |
| All | -20.7% | -12.4% | -8.2% | -18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling