+120.9%
MPC vs CBRE
-7.7%
+128.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +5.4% | -2.0% | +7.4% | +5.3% |
| 30D | +31.0% | -2.2% | +33.2% | +30.8% |
| 3M | +46.0% | +12.9% | +33.1% | +47.4% |
| 6M | +77.3% | +4.3% | +73.0% | +78.6% |
| YTD | +141.9% | -8.0% | +150.0% | +141.2% |
| 1Y | +120.9% | -8.6% | +129.5% | +117.8% |
| All | +120.9% | -7.7% | +128.6% | +117.8% |
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