+330.1%
ACWI vs M
+104.4%
+225.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.9% | +2.1% | -2.7% |
| 7D | -4.0% | -2.1% | -1.9% | -3.6% |
| 30D | -5.8% | +7.7% | -13.5% | -7.3% |
| 3M | -5.0% | -4.4% | -0.7% | -4.5% |
| 6M | +0.7% | +27.5% | -26.8% | -4.9% |
| YTD | +8.4% | +12.8% | -4.3% | +4.4% |
| 1Y | +10.1% | +20.7% | -10.6% | +4.4% |
| 3Y | +70.8% | +111.3% | -40.5% | +37.3% |
| 5Y | +55.4% | -6.3% | +61.7% | +39.8% |
| 10Y | +223.3% | +1.5% | +221.8% | +139.5% |
| All | +330.1% | +104.4% | +225.7% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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