+75.9%
MUB vs CBRE
+446.4%
-370.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | +0.7% | +5.2% | -4.5% | +0.7% |
| 30D | +4.4% | +6.2% | -1.9% | +4.3% |
| 3M | -0.2% | -8.1% | +7.9% | -0.1% |
| 6M | -0.6% | -6.6% | +6.0% | -0.6% |
| YTD | +0.3% | -15.7% | +16.1% | +0.4% |
| 1Y | +0.8% | -9.7% | +10.4% | +0.8% |
| 3Y | +12.0% | +80.4% | -68.4% | +11.9% |
| 5Y | +3.4% | +27.0% | -23.6% | +3.3% |
| 10Y | +20.7% | +412.9% | -392.2% | +21.0% |
| All | +75.9% | +446.4% | -370.5% | +76.7% |
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