+2,802.6%
MULL vs CBRE
-7.7%
+2,810.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.6% | +12.4% | +11.6% |
| 7D | +17.3% | -2.0% | +19.3% | +16.6% |
| 30D | +23.5% | -2.2% | +25.7% | +22.5% |
| 3M | -24.0% | +12.9% | -36.9% | -19.5% |
| 6M | +276.7% | +4.3% | +272.4% | +306.9% |
| YTD | +565.1% | -8.0% | +573.1% | +581.0% |
| 1Y | +2,802.6% | -8.6% | +2,811.2% | +3,094.3% |
| All | +2,802.6% | -7.7% | +2,810.3% | +3,094.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling