+2.8%
MDT vs CBRE
-14.0%
+16.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | -0.3% | -1.7% | +1.4% | +0.1% |
| 30D | +2.8% | -3.0% | +5.7% | +3.5% |
| 3M | +13.1% | +2.6% | +10.5% | +12.4% |
| 6M | +2.3% | +2.0% | +0.3% | +1.6% |
| YTD | -2.7% | -13.1% | +10.4% | -2.7% |
| All | +2.8% | -14.0% | +16.7% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling