+116.3%
MP vs CBRE
+80.2%
+36.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.4% | -2.7% | -4.6% |
| 7D | -19.0% | +6.0% | -25.0% | -21.2% |
| 30D | -30.5% | +4.4% | -34.8% | -32.0% |
| 3M | -29.6% | -9.8% | -19.8% | -26.8% |
| 6M | -50.4% | -4.4% | -46.1% | -50.2% |
| YTD | -33.2% | -15.2% | -18.0% | -29.6% |
| 1Y | -38.6% | -9.1% | -29.4% | -37.9% |
| All | +116.3% | +80.2% | +36.1% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling