+22.8%
MUB vs CBRE
+379.0%
-356.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -1.3% | -1.8% | +0.5% | -1.2% |
| 30D | +2.2% | +3.3% | -1.1% | +2.0% |
| 3M | -1.6% | -12.4% | +10.7% | -1.3% |
| 6M | -1.3% | -5.4% | +4.1% | -1.2% |
| YTD | -0.7% | -17.2% | +16.6% | -0.2% |
| 1Y | -0.2% | -13.1% | +12.9% | 0.0% |
| 3Y | +9.6% | +81.6% | -71.9% | +7.3% |
| 5Y | +2.6% | +26.4% | -23.9% | +1.0% |
| All | +22.8% | +379.0% | -356.2% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling