+104.7%
MPC vs CBRE
-11.8%
+116.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | +2.6% | -4.6% | +7.2% | +2.0% |
| 30D | -12.2% | +3.0% | -15.2% | -11.7% |
| 3M | +20.1% | -8.7% | +28.8% | +19.1% |
| 6M | +60.6% | -7.9% | +68.5% | +59.9% |
| YTD | +150.6% | -16.3% | +166.9% | +145.6% |
| 1Y | +104.7% | -13.1% | +117.8% | +99.9% |
| All | +104.7% | -11.8% | +116.4% | +99.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling