+1,098.3%
MPC vs CBRE
+388.5%
+709.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +1.2% |
| 7D | -8.8% | -0.5% | -8.3% | -8.8% |
| 30D | -14.4% | +3.1% | -17.4% | -16.4% |
| 3M | +21.9% | -6.4% | +28.3% | +24.2% |
| 6M | +60.1% | -7.9% | +68.0% | +62.3% |
| YTD | +142.3% | -16.2% | +158.5% | +152.5% |
| 1Y | +101.7% | -11.2% | +112.9% | +102.6% |
| 3Y | +184.8% | +83.4% | +101.4% | +74.5% |
| 5Y | +564.6% | +28.4% | +536.2% | +388.7% |
| 10Y | +1,098.3% | +386.8% | +711.5% | +335.3% |
| All | +1,098.3% | +388.5% | +709.8% | +335.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling