+58.1%
MP vs CBRE
+50.7%
+7.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.8% |
| 7D | -2.9% | -2.0% | -0.9% | -1.8% |
| 30D | +13.8% | -2.2% | +16.0% | +14.8% |
| 3M | -16.7% | +12.9% | -29.6% | -25.0% |
| 6M | -11.5% | +4.3% | -15.8% | -15.9% |
| YTD | +7.9% | -8.0% | +16.0% | +9.8% |
| 1Y | -15.0% | -8.6% | -6.5% | -13.6% |
| 3Y | +153.5% | +71.9% | +81.6% | +43.9% |
| All | +58.1% | +50.7% | +7.4% | -2.6% |
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