+1,106.2%
MPC vs CBRE
+421.6%
+684.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +3.6% |
| 7D | -9.4% | +1.0% | -10.5% | -10.1% |
| 30D | -14.3% | +5.6% | -20.0% | -17.4% |
| 3M | +31.1% | -6.8% | +37.9% | +33.7% |
| 6M | +60.3% | -5.6% | +65.8% | +60.5% |
| YTD | +142.5% | -14.1% | +156.6% | +149.6% |
| 1Y | +104.6% | -9.5% | +114.1% | +103.7% |
| 3Y | +191.7% | +91.8% | +99.9% | +74.3% |
| 5Y | +549.2% | +30.3% | +518.9% | +375.2% |
| 10Y | +1,106.2% | +406.9% | +699.4% | +336.2% |
| All | +1,106.2% | +421.6% | +684.6% | +336.2% |
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 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