+95.0%
MTZ vs CBRE
+26.1%
+68.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +5.0% | -1.8% | +6.7% | +5.9% |
| 30D | -6.0% | +3.3% | -9.3% | -8.0% |
| 3M | -36.1% | -12.4% | -23.8% | -32.9% |
| 6M | -56.9% | -5.4% | -51.5% | -56.8% |
| YTD | -15.9% | -17.2% | +1.3% | -11.4% |
| 1Y | -3.8% | -13.1% | +9.2% | -1.7% |
| 3Y | +272.3% | +81.6% | +190.7% | +139.9% |
| All | +95.0% | +26.1% | +68.9% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling