+58.0%
MRK vs CBRE
+82.7%
-24.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.5% |
| 7D | +0.7% | -1.8% | +2.5% | +1.0% |
| 30D | +0.3% | +3.3% | -3.0% | -0.3% |
| 3M | +9.7% | -12.4% | +22.0% | +11.7% |
| 6M | +32.0% | -5.4% | +37.3% | +32.9% |
| YTD | +43.3% | -17.2% | +60.5% | +45.5% |
| 1Y | +63.7% | -13.1% | +76.8% | +65.3% |
| 3Y | +58.0% | +81.6% | -23.5% | +55.6% |
| All | +58.0% | +82.7% | -24.7% | +55.6% |
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