+839.8%
MOD vs CBRE
+387.8%
+452.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.6% | +3.6% |
| 7D | +8.2% | -4.6% | +12.9% | +12.0% |
| 30D | -38.2% | +3.0% | -41.1% | -40.3% |
| 3M | -46.2% | -8.7% | -37.5% | -43.9% |
| 6M | -62.5% | -7.9% | -54.7% | -62.0% |
| YTD | -20.1% | -16.3% | -3.8% | -14.7% |
| 1Y | -29.7% | -13.1% | -16.6% | -26.7% |
| 3Y | +136.2% | +83.1% | +53.1% | +41.5% |
| 5Y | +820.4% | +27.7% | +792.6% | +602.0% |
| 10Y | +839.8% | +386.9% | +452.9% | +210.9% |
| All | +839.8% | +387.8% | +452.0% | +210.9% |
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