+38.0%
MDT vs CBRE
+398.3%
-360.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -1.6% | -7.2% | +5.6% | +0.9% |
| 30D | +1.0% | -6.4% | +7.5% | +3.2% |
| 3M | +15.2% | +2.9% | +12.3% | +13.8% |
| 6M | +3.7% | +2.5% | +1.2% | +2.3% |
| YTD | -3.0% | -14.2% | +11.2% | +0.8% |
| 1Y | +2.5% | -15.1% | +17.6% | +6.6% |
| 3Y | +26.5% | +61.9% | -35.4% | +1.5% |
| 5Y | -18.3% | +42.4% | -60.7% | -33.0% |
| All | +38.0% | +398.3% | -360.3% | -20.9% |
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