+84.8%
MRK vs CBRE
-7.7%
+92.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | +1.3% | -2.0% | +3.3% | +1.8% |
| 30D | +17.1% | -2.2% | +19.3% | +17.6% |
| 3M | +25.9% | +12.9% | +13.0% | +23.7% |
| 6M | +26.8% | +4.3% | +22.5% | +25.3% |
| YTD | +44.9% | -8.0% | +53.0% | +42.3% |
| 1Y | +84.8% | -8.6% | +93.4% | +79.0% |
| All | +84.8% | -7.7% | +92.5% | +79.0% |
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