+83.0%
MMM vs CBRE
+421.6%
-338.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.1% |
| 7D | +5.8% | +1.0% | +4.7% | +5.4% |
| 30D | +17.9% | +5.6% | +12.3% | +15.3% |
| 3M | +3.6% | -6.8% | +10.3% | +5.9% |
| 6M | +32.9% | -5.6% | +38.5% | +34.6% |
| YTD | +19.5% | -14.1% | +33.5% | +24.3% |
| 1Y | +16.5% | -9.5% | +26.0% | +18.6% |
| 3Y | +167.2% | +91.8% | +75.4% | +96.6% |
| 5Y | +48.2% | +30.3% | +17.9% | +24.5% |
| 10Y | +83.0% | +406.9% | -323.8% | -4.6% |
| All | +83.0% | +421.6% | -338.6% | -4.6% |
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