+222.2%
ACWI vs MDY
+180.7%
+41.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.5% | +0.3% |
| 7D | +0.3% | +0.7% | -0.4% | -0.2% |
| 30D | -2.8% | +1.3% | -4.1% | -3.7% |
| 3M | -3.2% | -4.1% | +0.9% | -0.2% |
| 6M | +1.3% | +1.0% | +0.3% | +0.5% |
| YTD | +11.2% | +13.3% | -2.1% | +1.5% |
| 1Y | +13.8% | +15.7% | -2.0% | +2.2% |
| 3Y | +76.2% | +59.6% | +16.6% | +23.7% |
| 5Y | +59.5% | +36.3% | +23.1% | +24.6% |
| 10Y | +222.2% | +173.6% | +48.6% | +55.6% |
| All | +222.2% | +180.7% | +41.5% | +55.6% |
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