+330.0%
ACWI vs MKC
+285.8%
+44.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +1.3% |
| 7D | -2.4% | +2.3% | -4.7% | -3.3% |
| 30D | -5.2% | +8.1% | -13.3% | -8.4% |
| 3M | -4.8% | -6.4% | +1.6% | -2.9% |
| 6M | -1.3% | +1.8% | -3.1% | -3.5% |
| YTD | +8.4% | -26.9% | +35.3% | +20.3% |
| 1Y | +11.0% | -21.7% | +32.7% | +19.3% |
| 3Y | +70.6% | -18.7% | +89.3% | +74.2% |
| 5Y | +55.3% | -32.8% | +88.1% | +67.9% |
| 10Y | +223.2% | +27.0% | +196.2% | +114.2% |
| All | +330.0% | +285.8% | +44.2% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling