+239.8%
MDT vs CBRE
+2,001.9%
-1,762.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.8% |
| 7D | +1.0% | -1.8% | +2.8% | +1.3% |
| 30D | +9.2% | +3.3% | +5.9% | +8.5% |
| 3M | +14.5% | -12.4% | +26.8% | +16.8% |
| 6M | +37.3% | -5.4% | +42.7% | +38.2% |
| YTD | +9.8% | -17.2% | +27.0% | +12.5% |
| 1Y | +10.5% | -13.1% | +23.6% | +12.3% |
| 3Y | +57.4% | +81.6% | -24.1% | +41.0% |
| 5Y | +1.2% | +26.4% | -25.3% | -5.0% |
| 10Y | +63.2% | +381.6% | -318.4% | +25.1% |
| All | +239.8% | +2,001.9% | -1,762.1% | +104.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling