-39.6%
MULL vs CBRE
-7.9%
-31.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | -0.2% | +24.2% | +23.9% |
| 7D | -2.5% | -4.6% | +2.1% | -7.1% |
| 30D | -40.1% | +3.0% | -43.0% | -37.8% |
| 3M | -28.2% | -8.7% | -19.5% | -34.3% |
| 6M | -39.6% | -7.9% | -31.7% | -28.6% |
| All | -39.6% | -7.9% | -31.7% | -28.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling