+226.1%
ACWI vs MKC
+26.1%
+200.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | +1.1% | -4.3% | +5.4% | +2.1% |
| 30D | -0.2% | -2.0% | +1.8% | +0.2% |
| 3M | +4.7% | +10.0% | -5.3% | +1.8% |
| 6M | +14.5% | -18.5% | +33.0% | +19.9% |
| YTD | +14.6% | -22.4% | +37.0% | +21.2% |
| 1Y | +21.4% | -23.6% | +45.1% | +28.6% |
| 3Y | +77.6% | -30.4% | +108.0% | +90.9% |
| 5Y | +68.1% | -34.2% | +102.3% | +80.9% |
| 10Y | +226.1% | +26.8% | +199.3% | +191.5% |
| All | +226.1% | +26.1% | +200.0% | +191.5% |
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