+330.0%
ACWI vs MDY
+483.5%
-153.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.5% |
| 7D | -2.4% | -1.7% | -0.7% | -1.0% |
| 30D | -5.2% | -0.9% | -4.3% | -4.5% |
| 3M | -4.8% | -5.7% | +0.9% | -0.2% |
| 6M | -1.3% | -2.9% | +1.6% | +1.0% |
| YTD | +8.4% | +9.8% | -1.5% | +0.4% |
| 1Y | +11.0% | +13.5% | -2.5% | +0.1% |
| 3Y | +70.6% | +51.9% | +18.6% | +19.9% |
| 5Y | +55.3% | +32.0% | +23.3% | +21.1% |
| 10Y | +223.2% | +176.5% | +46.7% | +30.5% |
| All | +330.0% | +483.5% | -153.5% | -11.3% |
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