+1,211.6%
MULL vs CBRE
-1.4%
+1,213.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.4% | -5.6% | -5.4% |
| 7D | +24.5% | -1.8% | +26.3% | +25.8% |
| 30D | -35.5% | +3.3% | -38.8% | -36.6% |
| 3M | -44.8% | -12.4% | -32.4% | -40.7% |
| 6M | -45.5% | -5.4% | -40.1% | -46.1% |
| YTD | +232.5% | -17.2% | +249.7% | +251.0% |
| 1Y | +343.3% | -13.1% | +356.3% | +328.5% |
| All | +1,211.6% | -1.4% | +1,213.0% | +793.1% |
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