+1,171.8%
MPC vs CBRE
+379.0%
+792.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +11.2% | -1.8% | +13.0% | +12.2% |
| 30D | -14.5% | +3.3% | -17.8% | -16.6% |
| 3M | +16.7% | -12.4% | +29.0% | +22.9% |
| 6M | +67.6% | -5.4% | +72.9% | +67.3% |
| YTD | +157.9% | -17.2% | +175.1% | +170.4% |
| 1Y | +116.7% | -13.1% | +129.7% | +120.1% |
| 3Y | +199.8% | +81.6% | +118.2% | +84.4% |
| 5Y | +604.4% | +26.4% | +578.0% | +422.2% |
| All | +1,171.8% | +379.0% | +792.7% | +358.9% |
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