+30.0%
MTZ vs CBRE
-7.7%
+37.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.1% |
| 7D | -1.6% | -2.0% | +0.4% | -1.6% |
| 30D | -11.1% | -2.2% | -8.9% | -11.1% |
| 3M | -36.7% | +12.9% | -49.6% | -36.3% |
| 6M | -21.9% | +4.3% | -26.3% | -21.2% |
| YTD | +9.1% | -8.0% | +17.2% | +10.7% |
| 1Y | +30.0% | -8.6% | +38.5% | +29.8% |
| All | +30.0% | -7.7% | +37.6% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling