+222.2%
ACWI vs MKC
+25.4%
+196.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.9% |
| 7D | +0.3% | -1.9% | +2.3% | +0.7% |
| 30D | -2.8% | +8.0% | -10.8% | -4.7% |
| 3M | -3.2% | -8.6% | +5.5% | -1.4% |
| 6M | +1.3% | +1.1% | +0.2% | +0.2% |
| YTD | +11.2% | -27.7% | +38.9% | +19.2% |
| 1Y | +13.8% | -23.7% | +37.5% | +20.0% |
| 3Y | +76.2% | -19.4% | +95.6% | +79.4% |
| 5Y | +59.5% | -33.3% | +92.8% | +69.1% |
| 10Y | +222.2% | +24.0% | +198.2% | +191.6% |
| All | +222.2% | +25.4% | +196.8% | +191.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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