+1,120.0%
MPC vs CBRE
+392.8%
+727.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +5.4% | -2.0% | +7.4% | +6.4% |
| 30D | +31.0% | -2.2% | +33.2% | +31.8% |
| 3M | +46.0% | +12.9% | +33.1% | +34.9% |
| 6M | +77.3% | +4.3% | +73.0% | +68.7% |
| YTD | +141.9% | -8.0% | +150.0% | +143.1% |
| 1Y | +120.9% | -8.6% | +129.5% | +121.2% |
| 3Y | +182.7% | +71.9% | +110.8% | +83.3% |
| 5Y | +646.4% | +50.0% | +596.4% | +403.6% |
| All | +1,120.0% | +392.8% | +727.2% | +306.1% |
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