+3,101.0%
MPC vs CBRE
+506.7%
+2,594.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +5.4% | -2.0% | +7.4% | +6.3% |
| 30D | +31.0% | -2.2% | +33.2% | +31.7% |
| 3M | +46.0% | +12.9% | +33.1% | +35.3% |
| 6M | +77.3% | +4.3% | +73.0% | +69.0% |
| YTD | +141.9% | -8.0% | +150.0% | +142.9% |
| 1Y | +120.9% | -8.6% | +129.5% | +121.2% |
| 3Y | +182.7% | +71.9% | +110.8% | +90.6% |
| 5Y | +646.4% | +50.0% | +596.4% | +421.9% |
| 10Y | +1,138.7% | +390.1% | +748.7% | +346.5% |
| All | +3,101.0% | +506.7% | +2,594.3% | +925.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling