+73.9%
MUB vs CBRE
+496.2%
-422.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.9% | -2.0% | +1.1% | -0.9% |
| 30D | -1.4% | -2.2% | +0.8% | -1.4% |
| 3M | -2.2% | +12.9% | -15.1% | -2.2% |
| 6M | -1.9% | +4.3% | -6.2% | -1.9% |
| YTD | -0.8% | -8.0% | +7.3% | -0.8% |
| 1Y | +2.7% | -8.6% | +11.3% | +2.7% |
| 3Y | +8.6% | +71.9% | -63.3% | +8.5% |
| 5Y | +2.0% | +50.0% | -48.0% | +1.9% |
| 10Y | +17.9% | +390.1% | -372.1% | +18.2% |
| All | +73.9% | +496.2% | -422.2% | +74.7% |
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