+274.5%
MP vs CBRE
+187.7%
+86.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.8% |
| 7D | +11.0% | -2.8% | +13.8% | +12.8% |
| 30D | -11.7% | +2.2% | -14.0% | -13.3% |
| 3M | -30.8% | -10.1% | -20.7% | -27.2% |
| 6M | -42.9% | -8.0% | -34.9% | -41.7% |
| YTD | -25.9% | -17.6% | -8.3% | -20.4% |
| 1Y | -37.3% | -14.7% | -22.6% | -34.1% |
| 3Y | +150.7% | +80.4% | +70.3% | +54.1% |
| 5Y | -19.3% | +25.9% | -45.2% | -41.0% |
| All | +274.5% | +187.7% | +86.8% | +115.0% |
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 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