+8.8%
MUB vs CBRE
+67.4%
-58.7%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.2% |
| 7D | -0.3% | -1.5% | +1.2% | -0.2% |
| 30D | -1.5% | -4.0% | +2.5% | -1.4% |
| 3M | -1.9% | +8.0% | -9.9% | -2.4% |
| 6M | -1.7% | +4.0% | -5.7% | -2.0% |
| YTD | -0.8% | -11.5% | +10.7% | -0.4% |
| 1Y | +1.5% | -13.0% | +14.5% | +1.9% |
| 3Y | +8.8% | +66.9% | -58.1% | +3.0% |
| All | +8.8% | +67.4% | -58.7% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling