+356.8%
ACWI vs MDY
+511.9%
-155.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.1% |
| 3M | +2.4% | +0.8% | +1.6% | +1.8% |
| 6M | +12.4% | +7.4% | +5.0% | +6.1% |
| YTD | +15.2% | +15.2% | 0.0% | +2.7% |
| 1Y | +22.7% | +16.5% | +6.2% | +8.3% |
| 3Y | +75.8% | +46.8% | +29.0% | +27.0% |
| 5Y | +67.7% | +46.0% | +21.7% | +20.4% |
| 10Y | +229.0% | +172.1% | +56.9% | +35.1% |
| All | +356.8% | +511.9% | -155.1% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling