+4,883.8%
MU vs CBRE
+2,039.6%
+2,844.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.3% |
| 7D | -22.0% | +5.2% | -27.2% | -23.6% |
| 30D | -36.6% | +6.2% | -42.8% | -38.3% |
| 3M | -21.7% | -8.1% | -13.6% | -20.0% |
| 6M | +3.5% | -6.6% | +10.2% | +3.6% |
| YTD | +141.9% | -15.7% | +157.7% | +148.4% |
| 1Y | +189.8% | -9.7% | +199.5% | +189.4% |
| 3Y | +855.4% | +80.4% | +775.0% | +633.1% |
| 5Y | +869.2% | +27.0% | +842.1% | +744.8% |
| 10Y | +4,142.8% | +412.9% | +3,729.9% | +2,139.7% |
| All | +4,883.8% | +2,039.6% | +2,844.2% | +1,125.3% |
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