-7.8%
MP vs CBRE
+27.7%
-35.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.4% | -2.7% | -4.0% |
| 7D | -19.0% | +6.0% | -25.0% | -22.2% |
| 30D | -30.5% | +4.4% | -34.8% | -32.7% |
| 3M | -29.6% | -9.8% | -19.8% | -25.8% |
| 6M | -50.4% | -4.4% | -46.1% | -50.5% |
| YTD | -33.2% | -15.2% | -18.0% | -29.0% |
| 1Y | -38.6% | -9.1% | -29.4% | -38.1% |
| 3Y | +105.5% | +79.4% | +26.1% | +10.2% |
| 5Y | -7.8% | +27.8% | -35.7% | -37.2% |
| All | -7.8% | +27.7% | -35.6% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling