+76.9%
MTUM vs CBRE
+41.0%
+35.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | +1.2% | -7.2% | +8.5% | +3.5% |
| 30D | -1.7% | -6.4% | +4.7% | 0.0% |
| 3M | -0.5% | +2.9% | -3.4% | -2.4% |
| 6M | +22.3% | +2.5% | +19.8% | +19.7% |
| YTD | +21.4% | -14.2% | +35.5% | +25.4% |
| 1Y | +20.0% | -15.1% | +35.2% | +24.2% |
| 3Y | +113.0% | +61.9% | +51.1% | +70.3% |
| All | +76.9% | +41.0% | +35.9% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling