+501.4%
MTZ vs CBRE
+397.3%
+104.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.6% | +10.2% | +9.9% |
| 7D | -6.4% | +5.2% | -11.6% | -9.6% |
| 30D | -22.1% | +6.2% | -28.3% | -25.5% |
| 3M | -32.7% | -8.1% | -24.6% | -30.5% |
| 6M | -59.8% | -6.6% | -53.2% | -59.6% |
| YTD | -19.9% | -15.7% | -4.2% | -16.2% |
| 1Y | -11.5% | -9.7% | -1.8% | -11.6% |
| 3Y | +258.1% | +80.4% | +177.7% | +121.5% |
| 5Y | +85.5% | +27.0% | +58.5% | +39.6% |
| All | +501.4% | +397.3% | +104.1% | +76.0% |
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