+208.5%
MDT vs CBRE
+2,234.5%
-2,025.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +3.2% | -2.0% | +5.2% | +3.5% |
| 30D | +9.5% | -2.2% | +11.7% | +9.8% |
| 3M | +16.0% | +12.9% | +3.1% | +13.7% |
| 6M | +0.2% | +4.3% | -4.1% | -0.6% |
| YTD | -0.3% | -8.0% | +7.8% | +0.5% |
| 1Y | +4.7% | -8.6% | +13.3% | +5.6% |
| 3Y | +26.5% | +71.9% | -45.3% | +14.3% |
| 5Y | -18.2% | +50.0% | -68.2% | -25.2% |
| 10Y | +40.0% | +390.1% | -350.0% | +6.7% |
| All | +208.5% | +2,234.5% | -2,025.9% | +82.4% |
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