+45.3%
MMM vs CBRE
+26.4%
+18.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +6.2% | +5.2% | +1.0% | +4.2% |
| 30D | +14.2% | +6.2% | +8.0% | +11.4% |
| 3M | +2.9% | -8.1% | +11.0% | +5.9% |
| 6M | +27.6% | -6.6% | +34.2% | +29.8% |
| YTD | +17.3% | -15.7% | +33.0% | +23.2% |
| 1Y | +15.1% | -9.7% | +24.7% | +17.0% |
| 3Y | +157.1% | +80.4% | +76.7% | +87.9% |
| All | +45.3% | +26.4% | +18.9% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling