+475.1%
MULL vs CBRE
-6.2%
+481.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.1% | -17.9% | -11.9% |
| 7D | -35.9% | +14.1% | -50.0% | -31.8% |
| 30D | -47.3% | +9.0% | -56.4% | -44.6% |
| 3M | -30.6% | -6.6% | -24.0% | -31.5% |
| 6M | +13.7% | +0.8% | +12.9% | +23.2% |
| YTD | +272.1% | -12.2% | +284.4% | +276.3% |
| 1Y | +475.1% | -6.8% | +481.9% | +495.0% |
| All | +475.1% | -6.2% | +481.3% | +495.0% |
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 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