+302.4%
MXL vs CBRE
+407.4%
-105.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.8% | +5.7% | +6.5% |
| 7D | +18.9% | -5.0% | +23.8% | +22.2% |
| 30D | +0.3% | -4.7% | +5.0% | +2.3% |
| 3M | -8.0% | +6.5% | -14.6% | -14.6% |
| 6M | +341.2% | +6.1% | +335.2% | +305.4% |
| YTD | +327.8% | -12.6% | +340.4% | +337.1% |
| 1Y | +364.9% | -15.3% | +380.2% | +384.7% |
| 3Y | +229.2% | +64.6% | +164.6% | +110.5% |
| 5Y | +42.8% | +45.0% | -2.2% | -0.1% |
| All | +302.4% | +407.4% | -105.0% | +44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling