+446.2%
MET vs CBRE
+2,234.5%
-1,788.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +1.2% | -2.0% | +3.1% | +2.0% |
| 30D | +1.4% | -2.2% | +3.6% | +2.0% |
| 3M | +17.7% | +12.9% | +4.8% | +11.0% |
| 6M | +35.0% | +4.3% | +30.7% | +31.3% |
| YTD | +26.3% | -8.0% | +34.3% | +28.3% |
| 1Y | +22.8% | -8.6% | +31.4% | +24.8% |
| 3Y | +65.9% | +71.9% | -5.9% | +25.6% |
| 5Y | +85.4% | +50.0% | +35.3% | +46.2% |
| 10Y | +253.7% | +390.1% | -136.3% | +66.5% |
| All | +446.2% | +2,234.5% | -1,788.2% | +20.5% |
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 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