+444.4%
MTZ vs CBRE
+387.8%
+56.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.7% |
| 7D | +12.9% | -4.6% | +17.5% | +16.1% |
| 30D | -8.5% | +3.0% | -11.5% | -10.9% |
| 3M | -30.6% | -8.7% | -21.9% | -28.1% |
| 6M | -55.1% | -7.9% | -47.2% | -54.4% |
| YTD | -13.0% | -16.3% | +3.3% | -8.5% |
| 1Y | -4.3% | -13.1% | +8.9% | -1.9% |
| 3Y | +284.0% | +83.1% | +200.9% | +135.4% |
| 5Y | +97.7% | +27.7% | +69.9% | +48.3% |
| 10Y | +444.4% | +386.9% | +57.5% | +60.4% |
| All | +444.4% | +387.8% | +56.6% | +60.4% |
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 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