-15.0%
MP vs CBRE
-7.7%
-7.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | -2.9% | -2.0% | -0.9% | -2.5% |
| 30D | +13.8% | -2.2% | +16.0% | +14.3% |
| 3M | -16.7% | +12.9% | -29.6% | -19.5% |
| 6M | -11.5% | +4.3% | -15.8% | -11.3% |
| YTD | +7.9% | -8.0% | +16.0% | +9.1% |
| 1Y | -15.0% | -8.6% | -6.5% | -18.0% |
| All | -15.0% | -7.7% | -7.4% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling