+226.2%
MRK vs CBRE
+398.3%
-172.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | -5.0% | -7.2% | +2.2% | -3.7% |
| 30D | +11.0% | -6.4% | +17.4% | +12.4% |
| 3M | +22.4% | +2.9% | +19.5% | +21.7% |
| 6M | +25.4% | +2.5% | +22.9% | +24.6% |
| YTD | +39.5% | -14.2% | +53.7% | +42.3% |
| 1Y | +78.0% | -15.1% | +93.1% | +81.9% |
| 3Y | +45.5% | +61.9% | -16.3% | +29.8% |
| 5Y | +130.3% | +42.4% | +87.9% | +107.2% |
| All | +226.2% | +398.3% | -172.2% | +117.0% |
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 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