+340.0%
MMM vs CBRE
+2,234.5%
-1,894.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -3.3% | -2.0% | -1.3% | -2.9% |
| 30D | -7.0% | -2.2% | -4.8% | -6.7% |
| 3M | +10.8% | +12.9% | -2.1% | +7.7% |
| 6M | +5.8% | +4.3% | +1.5% | +4.5% |
| YTD | +6.8% | -8.0% | +14.8% | +7.8% |
| 1Y | +10.4% | -8.6% | +18.9% | +11.5% |
| 3Y | +104.7% | +71.9% | +32.8% | +80.2% |
| 5Y | +23.6% | +50.0% | -26.5% | +11.0% |
| 10Y | +54.1% | +390.1% | -335.9% | +8.1% |
| All | +340.0% | +2,234.5% | -1,894.4% | +107.2% |
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