+76.8%
ACWI vs MDY
+48.1%
+28.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +0.9% | -1.5% | +2.4% | +1.9% |
| 3M | +2.4% | +0.8% | +1.6% | +1.9% |
| 6M | +12.4% | +7.4% | +5.0% | +6.9% |
| YTD | +15.2% | +15.2% | 0.0% | +4.5% |
| 1Y | +22.7% | +16.5% | +6.2% | +10.4% |
| All | +76.8% | +48.1% | +28.7% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling