+210.4%
MGY vs CBRE
+275.0%
-64.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.8% |
| 7D | +3.5% | -5.0% | +8.5% | +6.3% |
| 30D | +5.3% | -4.7% | +9.9% | +7.3% |
| 3M | +2.6% | +6.5% | -3.9% | -2.8% |
| 6M | -3.3% | +6.1% | -9.3% | -9.6% |
| YTD | +29.2% | -12.6% | +41.8% | +33.0% |
| 1Y | +18.0% | -15.3% | +33.3% | +23.2% |
| 3Y | +30.0% | +64.6% | -34.6% | -15.5% |
| 5Y | +92.7% | +45.0% | +47.7% | +30.5% |
| All | +210.4% | +275.0% | -64.6% | +26.5% |
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 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