+568.6%
MRSH vs CBRE
+2,105.5%
-1,536.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.7% |
| 7D | -5.9% | -1.7% | -4.2% | -5.5% |
| 30D | -7.3% | -3.0% | -4.4% | -6.8% |
| 3M | +7.4% | +2.6% | +4.8% | +6.7% |
| 6M | -0.7% | +2.0% | -2.7% | -1.4% |
| YTD | -3.2% | -13.1% | +10.0% | -1.1% |
| 1Y | -10.6% | -13.8% | +3.2% | -8.7% |
| 3Y | -4.6% | +63.9% | -68.4% | -15.7% |
| 5Y | +19.3% | +42.3% | -23.0% | +7.5% |
| 10Y | +217.3% | +401.2% | -183.9% | +116.7% |
| All | +568.6% | +2,105.5% | -1,536.9% | +194.4% |
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