+199.8%
MPC vs CBRE
+82.7%
+117.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +11.2% | -1.8% | +13.0% | +11.5% |
| 30D | -14.5% | +3.3% | -17.8% | -15.0% |
| 3M | +16.7% | -12.4% | +29.0% | +18.6% |
| 6M | +67.6% | -5.4% | +72.9% | +67.7% |
| YTD | +157.9% | -17.2% | +175.1% | +163.7% |
| 1Y | +116.7% | -13.1% | +129.7% | +117.9% |
| 3Y | +199.8% | +81.6% | +118.2% | +139.4% |
| All | +199.8% | +82.7% | +117.0% | +139.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling