+210.8%
MGY vs CBRE
+272.8%
-61.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.2% | +2.3% |
| 7D | +1.5% | -1.7% | +3.2% | +2.2% |
| 30D | +6.8% | -3.0% | +9.8% | +7.8% |
| 3M | +2.6% | +2.6% | 0.0% | -0.8% |
| 6M | -3.1% | +2.0% | -5.1% | -7.3% |
| YTD | +29.4% | -13.1% | +42.5% | +33.6% |
| 1Y | +22.3% | -13.8% | +36.1% | +26.3% |
| 3Y | +26.6% | +63.9% | -37.3% | -17.6% |
| 5Y | +92.1% | +42.3% | +49.8% | +31.8% |
| All | +210.8% | +272.8% | -61.9% | +27.1% |
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