+714.5%
MTZ vs CBRE
+397.8%
+316.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.5% |
| 7D | -1.6% | -2.0% | +0.4% | -0.6% |
| 30D | -11.1% | -2.2% | -8.9% | -10.5% |
| 3M | -36.7% | +12.9% | -49.6% | -42.3% |
| 6M | -21.9% | +4.3% | -26.3% | -25.9% |
| YTD | +9.1% | -8.0% | +17.2% | +9.7% |
| 1Y | +30.0% | -8.6% | +38.5% | +30.4% |
| 3Y | +138.5% | +71.9% | +66.6% | +55.2% |
| 5Y | +158.3% | +50.0% | +108.3% | +77.3% |
| All | +714.5% | +397.8% | +316.7% | +144.3% |
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