+226.1%
ACWI vs MDY
+170.4%
+55.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | 0.0% |
| 7D | +1.1% | +1.0% | 0.0% | +0.3% |
| 30D | -0.2% | -3.1% | +2.9% | +2.1% |
| 3M | +4.7% | +1.8% | +2.8% | +3.3% |
| 6M | +14.5% | +10.8% | +3.7% | +6.3% |
| YTD | +14.6% | +14.4% | +0.2% | +3.9% |
| 1Y | +21.4% | +15.2% | +6.2% | +9.4% |
| 3Y | +77.6% | +51.2% | +26.4% | +29.7% |
| 5Y | +68.1% | +47.2% | +20.8% | +24.1% |
| 10Y | +226.1% | +171.1% | +55.0% | +53.2% |
| All | +226.1% | +170.4% | +55.7% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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