+303.0%
MNST vs CBRE
+397.3%
-94.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.2% |
| 7D | -3.4% | +5.2% | -8.6% | -4.8% |
| 30D | +6.6% | +6.2% | +0.4% | +4.6% |
| 3M | -2.9% | -8.1% | +5.2% | -0.9% |
| 6M | +18.4% | -6.6% | +25.1% | +19.9% |
| YTD | +19.3% | -15.7% | +35.0% | +23.2% |
| 1Y | +37.9% | -9.7% | +47.6% | +39.3% |
| 3Y | +62.9% | +80.4% | -17.5% | +28.2% |
| 5Y | +99.6% | +27.0% | +72.6% | +72.9% |
| All | +303.0% | +397.3% | -94.3% | +145.6% |
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