-14.3%
MTZ vs CBRE
-6.2%
-8.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +4.1% | -19.5% | -15.2% |
| 7D | -7.4% | +14.1% | -21.5% | -7.2% |
| 30D | -23.6% | +9.0% | -32.7% | -23.4% |
| 3M | -38.3% | -6.6% | -31.7% | -38.5% |
| 6M | -60.6% | +0.8% | -61.4% | -60.3% |
| YTD | -22.9% | -12.2% | -10.7% | -22.5% |
| 1Y | -14.3% | -6.8% | -7.4% | -15.8% |
| All | -14.3% | -6.2% | -8.1% | -15.8% |
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