+22.2%
MDLZ vs CBRE
+26.4%
-4.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +1.7% | +5.2% | -3.5% | +0.8% |
| 30D | +11.2% | +6.2% | +4.9% | +10.0% |
| 3M | +6.1% | -8.1% | +14.2% | +7.4% |
| 6M | +8.6% | -6.6% | +15.2% | +9.4% |
| YTD | +25.8% | -15.7% | +41.6% | +28.1% |
| 1Y | +21.7% | -9.7% | +31.3% | +22.2% |
| 3Y | +5.8% | +80.4% | -74.6% | -10.3% |
| All | +22.2% | +26.4% | -4.2% | +11.0% |
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