+847.8%
MU vs CBRE
+26.4%
+821.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.4% |
| 7D | -22.0% | +5.2% | -27.2% | -23.8% |
| 30D | -36.6% | +6.2% | -42.8% | -38.6% |
| 3M | -21.7% | -8.1% | -13.6% | -19.4% |
| 6M | +3.5% | -6.6% | +10.2% | +4.1% |
| YTD | +141.9% | -15.7% | +157.7% | +151.5% |
| 1Y | +189.8% | -9.7% | +199.5% | +187.4% |
| 3Y | +855.4% | +80.4% | +775.0% | +491.5% |
| All | +847.8% | +26.4% | +821.5% | +625.5% |
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