+241.6%
MET vs CBRE
+381.8%
-140.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.2% |
| 7D | -0.8% | -1.7% | +0.9% | +0.1% |
| 30D | -1.4% | -3.0% | +1.6% | -0.2% |
| 3M | +12.5% | +2.6% | +9.9% | +9.9% |
| 6M | +37.1% | +2.0% | +35.1% | +33.6% |
| YTD | +23.8% | -13.1% | +36.9% | +30.0% |
| 1Y | +24.1% | -13.8% | +38.0% | +30.5% |
| 3Y | +65.2% | +63.9% | +1.3% | +15.0% |
| 5Y | +82.3% | +42.3% | +39.9% | +33.7% |
| 10Y | +241.6% | +401.2% | -159.6% | +24.6% |
| All | +241.6% | +381.8% | -140.2% | +24.6% |
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