+303.5%
MXL vs CBRE
-7.7%
+311.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.4% |
| 7D | +1.6% | -2.0% | +3.6% | +1.4% |
| 30D | -7.0% | -2.2% | -4.8% | -7.2% |
| 3M | -33.4% | +12.9% | -46.3% | -32.5% |
| 6M | +260.2% | +4.3% | +255.9% | +268.1% |
| YTD | +260.0% | -8.0% | +268.0% | +277.4% |
| 1Y | +303.5% | -8.6% | +312.0% | +313.3% |
| All | +303.5% | -7.7% | +311.1% | +313.3% |
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