+349.5%
MTUM vs CBRE
+407.4%
-58.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.7% |
| 7D | +0.7% | -5.0% | +5.7% | +2.3% |
| 30D | -2.4% | -4.7% | +2.2% | -1.2% |
| 3M | -3.6% | +6.5% | -10.2% | -6.6% |
| 6M | +23.7% | +6.1% | +17.6% | +19.6% |
| YTD | +22.9% | -12.6% | +35.5% | +26.1% |
| 1Y | +21.8% | -15.3% | +37.1% | +26.1% |
| 3Y | +114.4% | +64.6% | +49.8% | +72.3% |
| 5Y | +79.6% | +45.0% | +34.6% | +48.1% |
| All | +349.5% | +407.4% | -58.0% | +149.1% |
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 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