+674.0%
MRNA vs CBRE
+227.5%
+446.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.6% | +4.7% |
| 7D | -1.1% | -5.0% | +3.9% | +0.8% |
| 30D | +126.1% | -4.7% | +130.8% | +133.1% |
| 3M | +190.0% | +6.5% | +183.5% | +190.3% |
| 6M | +157.2% | +6.1% | +151.2% | +157.9% |
| YTD | +388.2% | -12.6% | +400.8% | +412.9% |
| 1Y | +467.0% | -15.3% | +482.3% | +500.5% |
| 3Y | +36.1% | +64.6% | -28.5% | +24.7% |
| 5Y | -68.0% | +45.0% | -113.0% | -70.9% |
| All | +674.0% | +227.5% | +446.5% | +476.7% |
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