+2,036.6%
MULL vs CBRE
-15.0%
+2,051.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.2% | -8.1% | -9.8% |
| 7D | +3.6% | -7.2% | +10.8% | +0.8% |
| 30D | +22.0% | -6.4% | +28.4% | +19.2% |
| 3M | -8.6% | +2.9% | -11.6% | -5.3% |
| 6M | +248.5% | +2.5% | +246.0% | +267.8% |
| YTD | +516.3% | -14.2% | +530.5% | +514.4% |
| 1Y | +2,036.6% | -15.1% | +2,051.8% | +2,193.9% |
| All | +2,036.6% | -15.0% | +2,051.6% | +2,193.9% |
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