-0.7%
MRSH vs CBRE
+4.3%
-5.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -5.9% | -1.7% | -4.2% | -5.4% |
| 30D | -7.3% | -3.0% | -4.4% | -6.5% |
| 3M | +7.4% | +2.6% | +4.8% | +6.7% |
| 6M | -0.7% | +2.0% | -2.7% | -4.3% |
| All | -0.7% | +4.3% | -5.0% | -4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling