-0.3%
MDT vs CBRE
+28.0%
-28.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -3.2% | -4.6% | +1.4% | -2.0% |
| 30D | +10.5% | +3.0% | +7.6% | +9.6% |
| 3M | +13.0% | -8.7% | +21.7% | +15.4% |
| 6M | +38.7% | -7.9% | +46.6% | +40.9% |
| YTD | +8.5% | -16.3% | +24.8% | +12.1% |
| 1Y | +10.0% | -13.1% | +23.2% | +12.5% |
| 3Y | +58.6% | +83.1% | -24.5% | +28.4% |
| 5Y | -0.3% | +27.7% | -28.0% | -13.5% |
| All | -0.3% | +28.0% | -28.3% | -13.5% |
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