+64.9%
MET vs CBRE
+67.4%
-2.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -0.9% |
| 7D | +1.1% | -1.5% | +2.7% | +1.7% |
| 30D | -2.3% | -4.0% | +1.7% | -1.1% |
| 3M | +13.9% | +8.0% | +5.9% | +10.2% |
| 6M | +34.8% | +4.0% | +30.8% | +31.8% |
| YTD | +23.5% | -11.5% | +35.1% | +27.0% |
| 1Y | +23.4% | -13.0% | +36.4% | +27.4% |
| 3Y | +64.9% | +66.9% | -2.0% | +30.2% |
| All | +64.9% | +67.4% | -2.6% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling