-11.5%
MTZ vs CBRE
-10.1%
-1.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.6% | +10.2% | +9.5% |
| 7D | -6.4% | +5.2% | -11.6% | -6.4% |
| 30D | -22.1% | +6.2% | -28.3% | -22.0% |
| 3M | -32.7% | -8.1% | -24.6% | -32.9% |
| 6M | -59.8% | -6.6% | -53.2% | -59.4% |
| YTD | -19.9% | -15.7% | -4.2% | -19.7% |
| 1Y | -11.5% | -9.7% | -1.8% | -13.7% |
| All | -11.5% | -10.1% | -1.4% | -13.7% |
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