+254.1%
MP vs CBRE
+194.1%
+60.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.6% | +5.3% |
| 7D | -10.5% | +5.2% | -15.7% | -13.3% |
| 30D | -23.5% | +6.2% | -29.8% | -26.5% |
| 3M | -25.4% | -8.1% | -17.3% | -22.7% |
| 6M | -51.3% | -6.6% | -44.6% | -50.7% |
| YTD | -29.9% | -15.7% | -14.2% | -25.7% |
| 1Y | -31.8% | -9.7% | -22.2% | -30.9% |
| 3Y | +127.0% | +80.4% | +46.6% | +39.6% |
| 5Y | -3.3% | +27.0% | -30.3% | -29.8% |
| All | +254.1% | +194.1% | +60.0% | +100.7% |
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