+1,079.5%
MPC vs CBRE
+397.3%
+682.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -16.2% | +5.2% | -21.4% | -18.7% |
| 30D | -15.7% | +6.2% | -22.0% | -19.0% |
| 3M | +24.9% | -8.1% | +33.0% | +28.3% |
| 6M | +52.7% | -6.6% | +59.3% | +53.6% |
| YTD | +131.9% | -15.7% | +147.6% | +141.0% |
| 1Y | +96.6% | -9.7% | +106.3% | +95.6% |
| 3Y | +163.8% | +80.4% | +83.4% | +63.4% |
| 5Y | +533.1% | +27.0% | +506.1% | +369.9% |
| All | +1,079.5% | +397.3% | +682.2% | +331.9% |
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