+4,055.1%
MTZ vs CBRE
+2,039.6%
+2,015.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.6% | +10.2% | +9.7% |
| 7D | -6.4% | +5.2% | -11.6% | -8.3% |
| 30D | -22.1% | +6.2% | -28.3% | -24.1% |
| 3M | -32.7% | -8.1% | -24.6% | -31.4% |
| 6M | -59.8% | -6.6% | -53.2% | -59.6% |
| YTD | -19.9% | -15.7% | -4.2% | -17.5% |
| 1Y | -11.5% | -9.7% | -1.8% | -11.0% |
| 3Y | +258.1% | +80.4% | +177.7% | +183.1% |
| 5Y | +85.5% | +27.0% | +58.5% | +63.6% |
| 10Y | +492.2% | +412.9% | +79.3% | +240.3% |
| All | +4,055.1% | +2,039.6% | +2,015.5% | +994.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling