+313.1%
MNST vs CBRE
+421.6%
-108.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.1% | -0.7% |
| 7D | -5.0% | +1.0% | -6.0% | -5.2% |
| 30D | +4.6% | +5.6% | -1.1% | +2.8% |
| 3M | +1.0% | -6.8% | +7.8% | +2.7% |
| 6M | +5.8% | -5.6% | +11.4% | +6.8% |
| YTD | +19.1% | -14.1% | +33.1% | +22.3% |
| 1Y | +30.9% | -9.5% | +40.4% | +32.2% |
| 3Y | +65.7% | +91.8% | -26.0% | +27.9% |
| 5Y | +99.0% | +30.3% | +68.6% | +71.0% |
| 10Y | +313.1% | +406.9% | -93.8% | +150.7% |
| All | +313.1% | +421.6% | -108.5% | +150.7% |
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