+628.0%
MRK vs CBRE
+2,234.5%
-1,606.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | +1.3% | -2.0% | +3.3% | +1.6% |
| 30D | +17.1% | -2.2% | +19.3% | +17.5% |
| 3M | +25.9% | +12.9% | +13.0% | +23.6% |
| 6M | +26.8% | +4.3% | +22.5% | +25.8% |
| YTD | +44.9% | -8.0% | +53.0% | +45.9% |
| 1Y | +84.8% | -8.6% | +93.4% | +86.2% |
| 3Y | +50.1% | +71.9% | -21.8% | +36.1% |
| 5Y | +127.4% | +50.0% | +77.4% | +107.7% |
| 10Y | +240.0% | +390.1% | -150.1% | +152.6% |
| All | +628.0% | +2,234.5% | -1,606.5% | +179.1% |
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