-37.3%
MP vs CBRE
-13.9%
-23.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.2% |
| 7D | +11.0% | -2.8% | +13.8% | +11.6% |
| 30D | -11.7% | +2.2% | -14.0% | -12.0% |
| 3M | -30.8% | -10.1% | -20.7% | -29.6% |
| 6M | -42.9% | -8.0% | -34.9% | -41.4% |
| YTD | -25.9% | -17.6% | -8.3% | -24.7% |
| 1Y | -37.3% | -14.7% | -22.6% | -37.5% |
| All | -37.3% | -13.9% | -23.4% | -37.5% |
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